-100.0%
SOXS vs BTG
+403.2%
-503.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.9% | +11.0% | +7.3% |
| 7D | -9.4% | -5.5% | -4.0% | -10.8% |
| 30D | +6.2% | +6.1% | +0.1% | +8.4% |
| 3M | -28.0% | +38.6% | -66.7% | -19.0% |
| 6M | -99.2% | +0.7% | -99.9% | -99.0% |
| YTD | -99.5% | +20.3% | -119.8% | -99.3% |
| 1Y | -99.7% | +25.0% | -124.8% | -99.7% |
| 3Y | -100.0% | +97.3% | -197.3% | -100.0% |
| 5Y | -100.0% | +78.3% | -178.3% | -100.0% |
| 10Y | -100.0% | +151.6% | -251.6% | -100.0% |
| All | -100.0% | +403.2% | -503.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling