-91.6%
SOXS vs BROS
-18.6%
-73.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.9% | +7.8% | +9.2% |
| 7D | +46.7% | +2.5% | +44.2% | +48.3% |
| 30D | +97.0% | +15.1% | +81.9% | +110.5% |
| 3M | +39.5% | -31.4% | +70.9% | +13.3% |
| 6M | -54.9% | -22.6% | -32.3% | -58.4% |
| YTD | -90.4% | -28.1% | -62.2% | -90.4% |
| 1Y | -91.6% | -20.3% | -71.4% | -91.0% |
| All | -91.6% | -18.6% | -73.0% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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