-100.0%
SOXS vs BP
+138.6%
-238.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.5% |
| 7D | -4.7% | +5.2% | -10.0% | -0.9% |
| 30D | +7.7% | +8.7% | -1.0% | +14.7% |
| 3M | -10.2% | +9.3% | -19.5% | -5.7% |
| 6M | -99.2% | +13.6% | -112.8% | -99.6% |
| YTD | -99.5% | +37.7% | -137.2% | -99.7% |
| 1Y | -99.8% | +40.6% | -140.4% | -99.9% |
| 3Y | -100.0% | +40.3% | -140.3% | -100.0% |
| All | -100.0% | +138.6% | -238.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling