-100.0%
SOXS vs BWA
+396.2%
-496.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -3.0% | -7.7% |
| 7D | -15.6% | +4.3% | -19.9% | -9.9% |
| 30D | +4.8% | -2.9% | +7.7% | +1.6% |
| 3M | -21.6% | -12.4% | -9.2% | -28.3% |
| 6M | -99.3% | +28.6% | -127.9% | -97.6% |
| YTD | -99.5% | +48.2% | -147.7% | -97.8% |
| 1Y | -99.8% | +50.9% | -150.7% | -98.9% |
| 3Y | -100.0% | +72.2% | -172.1% | -99.9% |
| 5Y | -100.0% | +91.1% | -191.1% | -100.0% |
| 10Y | -100.0% | +144.0% | -244.0% | -100.0% |
| All | -100.0% | +396.2% | -496.2% | -100.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling