-100.0%
SOXS vs BTDR
+15.3%
-115.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -6.5% | +14.6% | +6.0% |
| 7D | -9.4% | -3.2% | -6.2% | -10.0% |
| 30D | +6.2% | +32.7% | -26.5% | +18.3% |
| 3M | -28.0% | -28.4% | +0.4% | -26.2% |
| 6M | -99.2% | +51.7% | -150.9% | -98.7% |
| YTD | -99.5% | +2.9% | -102.3% | -99.3% |
| 1Y | -99.7% | -15.5% | -84.3% | -99.6% |
| 3Y | -100.0% | 0.0% | -100.0% | -100.0% |
| 5Y | -100.0% | +16.5% | -116.4% | -100.0% |
| All | -100.0% | +15.3% | -115.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling