-91.6%
SOXS vs BTG
+24.4%
-116.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +8.7% | 0.0% | +16.0% |
| 7D | +46.7% | -0.2% | +46.9% | +46.8% |
| 30D | +97.0% | -0.8% | +97.7% | +99.6% |
| 3M | +39.5% | +31.8% | +7.7% | +85.3% |
| 6M | -54.9% | +20.4% | -75.4% | -40.0% |
| YTD | -90.4% | +14.7% | -105.1% | -86.2% |
| 1Y | -91.6% | +29.4% | -121.0% | -85.0% |
| All | -91.6% | +24.4% | -116.0% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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