-100.0%
SOXS vs BNY
+287.0%
-387.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.5% |
| 7D | -4.7% | -1.3% | -3.4% | -7.7% |
| 30D | +7.7% | -0.2% | +7.9% | +6.9% |
| 3M | -10.2% | +14.9% | -25.1% | +24.6% |
| 6M | -99.2% | +40.0% | -139.2% | -97.2% |
| YTD | -99.5% | +42.0% | -141.5% | -98.2% |
| 1Y | -99.8% | +56.9% | -156.6% | -98.8% |
| 3Y | -100.0% | +289.9% | -389.8% | -99.4% |
| All | -100.0% | +287.0% | -387.0% | -99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling