-100.0%
SOXS vs BROS
+41.2%
-141.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -5.8% |
| 7D | -15.6% | -0.9% | -14.7% | -16.0% |
| 30D | +4.8% | -13.5% | +18.2% | -3.3% |
| 3M | -21.6% | -18.4% | -3.2% | -28.7% |
| 6M | -99.3% | -10.6% | -88.8% | -99.1% |
| YTD | -99.5% | -25.1% | -74.5% | -99.4% |
| 1Y | -99.8% | -28.6% | -71.1% | -99.7% |
| 3Y | -100.0% | +65.6% | -165.6% | -100.0% |
| All | -100.0% | +41.2% | -141.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling