-100.0%
SOXS vs BP
+38.8%
-138.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.9% | +7.2% | +8.5% |
| 7D | -9.4% | +5.7% | -15.2% | -7.0% |
| 30D | +6.2% | +8.1% | -1.9% | +10.0% |
| 3M | -28.0% | +8.6% | -36.6% | -26.6% |
| 6M | -99.2% | +18.1% | -117.3% | -99.4% |
| YTD | -99.5% | +37.6% | -137.1% | -99.6% |
| 1Y | -99.7% | +39.4% | -139.1% | -99.8% |
| All | -100.0% | +38.8% | -138.8% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling