-100.0%
SOXS vs BRO
+804.5%
-904.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.9% |
| 7D | -4.7% | -7.3% | +2.6% | -14.8% |
| 30D | +7.7% | -6.9% | +14.6% | -4.7% |
| 3M | -10.2% | +10.7% | -20.8% | -10.4% |
| 6M | -99.2% | -2.7% | -96.5% | -99.7% |
| YTD | -99.5% | -16.3% | -83.2% | -99.9% |
| 1Y | -99.8% | -29.1% | -70.7% | -99.9% |
| 3Y | -100.0% | -7.8% | -92.1% | -100.0% |
| 5Y | -100.0% | +18.7% | -118.7% | -100.0% |
| 10Y | -100.0% | +291.9% | -391.9% | -100.0% |
| All | -100.0% | +804.5% | -904.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling