-100.0%
SOXS vs BR
-5.3%
-94.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.6% |
| 7D | -4.7% | -3.0% | -1.8% | -4.8% |
| 30D | +7.7% | -0.3% | +8.0% | +7.9% |
| 3M | -10.2% | +17.3% | -27.4% | -9.8% |
| 6M | -99.2% | -6.7% | -92.5% | -99.5% |
| YTD | -99.5% | -23.4% | -76.1% | -99.8% |
| 1Y | -99.8% | -32.7% | -67.1% | -99.9% |
| 3Y | -100.0% | -5.9% | -94.1% | -100.0% |
| All | -100.0% | -5.3% | -94.7% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling