-99.8%
SOXS vs BP
+34.1%
-133.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.5% | -10.7% | -10.6% |
| 7D | -7.0% | +3.9% | -10.9% | -9.5% |
| 30D | +2.8% | +7.6% | -4.8% | -2.7% |
| 3M | -9.8% | +0.7% | -10.5% | -11.8% |
| 6M | -99.2% | +15.5% | -114.7% | -98.6% |
| YTD | -99.5% | +30.8% | -130.3% | -99.1% |
| 1Y | -99.8% | +34.3% | -134.1% | -99.6% |
| All | -99.8% | +34.1% | -133.9% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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