-100.0%
SOXS vs BWA
+86.5%
-186.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.7% | +7.4% | +9.2% |
| 7D | -9.4% | -0.1% | -9.4% | -9.4% |
| 30D | +6.2% | -5.5% | +11.6% | -2.4% |
| 3M | -28.0% | -7.6% | -20.4% | -29.7% |
| 6M | -99.2% | +25.0% | -124.2% | -96.9% |
| YTD | -99.5% | +47.0% | -146.4% | -97.4% |
| 1Y | -99.7% | +54.0% | -153.7% | -98.6% |
| 3Y | -100.0% | +70.7% | -170.7% | -99.8% |
| 5Y | -100.0% | +86.7% | -186.7% | -99.9% |
| All | -100.0% | +86.5% | -186.5% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling