-91.6%
SOXS vs BUD
+38.4%
-130.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.1% | +5.7% | +7.1% |
| 7D | +46.7% | +3.3% | +43.3% | +44.7% |
| 30D | +97.0% | +11.8% | +85.1% | +94.3% |
| 3M | +39.5% | -1.1% | +40.6% | +36.0% |
| 6M | -54.9% | +14.9% | -69.8% | -51.0% |
| YTD | -90.4% | +32.6% | -123.0% | -89.4% |
| 1Y | -91.6% | +37.2% | -128.8% | -90.6% |
| All | -91.6% | +38.4% | -130.0% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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