-91.6%
SOXS vs BP
+35.3%
-126.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.2% | +12.9% | +10.9% |
| 7D | +46.7% | -8.4% | +55.1% | +52.8% |
| 30D | +97.0% | +2.2% | +94.7% | +93.6% |
| 3M | +39.5% | +8.8% | +30.8% | +32.9% |
| 6M | -54.9% | -0.5% | -54.4% | -55.8% |
| YTD | -90.4% | +36.2% | -126.6% | -89.5% |
| 1Y | -91.6% | +36.6% | -128.2% | -90.5% |
| All | -91.6% | +35.3% | -126.9% | -90.5% |
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