-91.6%
SOXS vs BR
-14.2%
-77.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.0% | +5.8% | +3.5% |
| 7D | +46.7% | +7.0% | +39.7% | +31.6% |
| 30D | +97.0% | +19.0% | +78.0% | +51.9% |
| 3M | +39.5% | +13.1% | +26.5% | +17.7% |
| 6M | -54.9% | +24.6% | -79.6% | -67.6% |
| YTD | -90.4% | -13.6% | -76.8% | -90.5% |
| 1Y | -91.6% | -13.1% | -78.5% | -91.9% |
| All | -91.6% | -14.2% | -77.4% | -91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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