-100.0%
SOXS vs BWA
+156.8%
-256.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.0% | -3.3% |
| 7D | -4.7% | -1.3% | -3.4% | -6.9% |
| 30D | +7.7% | -2.9% | +10.7% | +4.5% |
| 3M | -10.2% | -10.7% | +0.6% | -17.9% |
| 6M | -99.2% | +26.5% | -125.7% | -97.2% |
| YTD | -99.5% | +49.1% | -148.6% | -97.7% |
| 1Y | -99.8% | +52.1% | -151.8% | -98.8% |
| 3Y | -100.0% | +72.6% | -172.6% | -99.8% |
| 5Y | -100.0% | +89.4% | -189.4% | -99.9% |
| All | -100.0% | +156.8% | -256.8% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling