-91.6%
SOXS vs BNY
+45.2%
-136.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.3% | +6.5% | +12.9% |
| 7D | +46.7% | +2.8% | +43.9% | +54.5% |
| 30D | +97.0% | +6.7% | +90.3% | +122.7% |
| 3M | +39.5% | -2.2% | +41.7% | +34.3% |
| 6M | -54.9% | +16.8% | -71.7% | -35.5% |
| YTD | -90.4% | +33.9% | -124.3% | -78.7% |
| 1Y | -91.6% | +43.9% | -135.6% | -74.8% |
| All | -91.6% | +45.2% | -136.8% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BNY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling