-100.0%
SOXS vs BTDR
+4.4%
-104.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.7% | -9.3% | -4.1% |
| 7D | -4.7% | -3.4% | -1.4% | -5.6% |
| 30D | +7.7% | +32.6% | -24.9% | +22.6% |
| 3M | -10.2% | -32.2% | +22.1% | -10.5% |
| 6M | -99.2% | +52.4% | -151.6% | -98.6% |
| YTD | -99.5% | +6.7% | -106.2% | -99.2% |
| 1Y | -99.8% | -15.2% | -84.5% | -99.6% |
| 3Y | -100.0% | +14.9% | -114.9% | -100.0% |
| All | -100.0% | +4.4% | -104.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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