-91.6%
SOXS vs BTI
+24.7%
-116.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.4% | +5.4% | +5.4% |
| 7D | +46.7% | +5.3% | +41.4% | +40.3% |
| 30D | +97.0% | +19.1% | +77.9% | +73.3% |
| 3M | +39.5% | +6.5% | +33.0% | +31.0% |
| 6M | -54.9% | +9.4% | -64.4% | -55.7% |
| YTD | -90.4% | +14.4% | -104.8% | -90.0% |
| 1Y | -91.6% | +23.9% | -115.5% | -90.4% |
| All | -91.6% | +24.7% | -116.3% | -90.4% |
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