-99.8%
SOXS vs BROS
-32.8%
-66.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.6% | -4.9% |
| 7D | -4.7% | -5.8% | +1.0% | -8.1% |
| 30D | +7.7% | -14.0% | +21.7% | -1.8% |
| 3M | -10.2% | -32.5% | +22.3% | -29.1% |
| 6M | -99.2% | -14.9% | -84.3% | -98.8% |
| YTD | -99.5% | -28.3% | -71.2% | -99.3% |
| 1Y | -99.8% | -34.0% | -65.8% | -99.6% |
| All | -99.8% | -32.8% | -66.9% | -99.6% |
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