-100.0%
SOXS vs BROS
+57.4%
-157.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.4% | +11.5% | +5.9% |
| 7D | -9.4% | -6.1% | -3.4% | -12.8% |
| 30D | +6.2% | -12.4% | +18.5% | -1.9% |
| 3M | -28.0% | -27.9% | -0.1% | -39.7% |
| 6M | -99.2% | -16.8% | -82.4% | -98.9% |
| YTD | -99.5% | -29.0% | -70.4% | -99.4% |
| 1Y | -99.7% | -33.2% | -66.5% | -99.7% |
| All | -100.0% | +57.4% | -157.4% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling