-90.8%
SOXS vs BRO
-5.3%
-85.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.5% | +4.3% | -1.9% |
| 7D | +46.7% | +12.4% | +34.2% | +13.1% |
| 30D | +97.0% | +21.6% | +75.4% | +30.4% |
| 3M | +39.5% | +4.3% | +35.2% | +33.4% |
| 6M | -54.9% | +29.2% | -84.1% | -66.6% |
| YTD | -90.4% | -6.4% | -84.0% | -89.7% |
| All | -90.8% | -5.3% | -85.5% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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