-100.0%
SOXS vs BTSG
+389.4%
-489.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.0% | -4.2% |
| 7D | -4.7% | -3.3% | -1.5% | -7.0% |
| 30D | +7.7% | -1.6% | +9.3% | +6.8% |
| 3M | -10.2% | -6.9% | -3.3% | -9.5% |
| 6M | -99.2% | +42.1% | -141.3% | -98.2% |
| YTD | -99.5% | +56.8% | -156.3% | -98.8% |
| 1Y | -99.8% | +109.8% | -209.6% | -99.2% |
| All | -100.0% | +389.4% | -489.4% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 5y: compounded portfolio wealth divided by compounded BTSG 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…
5y analysis · Full analysis span regression · 6 months rolling