-99.7%
SOXS vs BUD
+49.6%
-149.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.1% | +9.9% | +11.1% |
| 7D | -28.4% | +1.0% | -29.4% | -28.4% |
| 30D | +19.4% | +6.7% | +12.7% | +20.3% |
| 3M | +28.2% | +5.7% | +22.4% | +27.8% |
| 6M | -37.7% | +5.8% | -43.5% | -38.1% |
| YTD | -91.6% | +34.4% | -126.0% | -90.4% |
| 1Y | -93.1% | +33.3% | -126.3% | -92.0% |
| 3Y | -99.7% | +48.8% | -148.5% | -99.5% |
| All | -99.7% | +49.6% | -149.3% | -99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling