-87.2%
SOXS vs BOXX
+4.1%
-91.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | 0.0% | +39.2% | +39.1% |
| 7D | +94.9% | +0.1% | +94.8% | +94.2% |
| 30D | +174.1% | +0.4% | +173.8% | +169.3% |
| 3M | +82.4% | +1.0% | +81.4% | +58.1% |
| 6M | -27.7% | +2.0% | -29.7% | -37.4% |
| YTD | -86.6% | +3.3% | -89.9% | -69.6% |
| 1Y | -87.2% | +4.0% | -91.2% | +1.9% |
| All | -87.2% | +4.1% | -91.2% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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