-100.0%
SOXS vs BP
+96.1%
-196.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.9% | +10.2% | +12.0% |
| 7D | -28.4% | +3.8% | -32.2% | -25.2% |
| 30D | +19.4% | -5.3% | +24.7% | +13.4% |
| 3M | +28.2% | +9.3% | +18.9% | +39.9% |
| 6M | -37.7% | +7.2% | -44.9% | -35.5% |
| YTD | -91.6% | +38.0% | -129.7% | -88.6% |
| 1Y | -93.1% | +33.2% | -126.3% | -90.9% |
| 3Y | -99.7% | +50.3% | -150.0% | -99.4% |
| 5Y | -99.9% | +114.1% | -214.0% | -99.7% |
| 10Y | -100.0% | +140.7% | -240.7% | -100.0% |
| All | -100.0% | +96.1% | -196.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling