-100.0%
SOXS vs BTI
+311.3%
-411.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -3.6% |
| 7D | -16.6% | -2.4% | -14.1% | -19.0% |
| 30D | -4.4% | -4.8% | +0.4% | -10.2% |
| 3M | -26.2% | -8.1% | -18.1% | -36.6% |
| 6M | -99.3% | -4.2% | -95.1% | -99.4% |
| YTD | -99.5% | -1.3% | -98.2% | -99.6% |
| 1Y | -99.8% | +2.1% | -101.9% | -99.8% |
| 3Y | -100.0% | +108.9% | -208.9% | -100.0% |
| 5Y | -100.0% | +114.5% | -214.5% | -100.0% |
| 10Y | -100.0% | +72.2% | -172.2% | -100.0% |
| All | -100.0% | +311.3% | -411.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling