-91.6%
SOXS vs BWA
+17.4%
-109.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.5% | +11.3% | +4.6% |
| 7D | +46.7% | -9.9% | +56.5% | +25.8% |
| 30D | +97.0% | -16.4% | +113.3% | +53.3% |
| 3M | +39.5% | -19.8% | +59.4% | +3.3% |
| 6M | -54.9% | -10.0% | -45.0% | -56.8% |
| YTD | -90.4% | +12.7% | -103.1% | -86.6% |
| 1Y | -91.6% | +15.7% | -107.3% | -87.9% |
| All | -91.6% | +17.4% | -109.0% | -87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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