-99.2%
SOXS vs BWA
+32.2%
-131.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -3.0% | -10.4% |
| 7D | -15.6% | +4.3% | -19.9% | -4.4% |
| 30D | +4.8% | -2.9% | +7.7% | -4.1% |
| 3M | -21.6% | -12.4% | -9.2% | -40.4% |
| All | -99.2% | +32.2% | -131.4% | -95.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling