-99.8%
SOXS vs BTI
+5.0%
-104.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.1% | -9.1% | -9.4% |
| 7D | -7.0% | -1.4% | -5.6% | -6.0% |
| 30D | +2.8% | -6.6% | +9.4% | +7.5% |
| 3M | -9.8% | -3.0% | -6.9% | -3.5% |
| 6M | -99.2% | -6.7% | -92.5% | -99.1% |
| YTD | -99.5% | +0.6% | -100.1% | -99.5% |
| 1Y | -99.8% | +5.6% | -105.4% | -99.8% |
| All | -99.8% | +5.0% | -104.7% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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