-100.0%
SOXS vs BWA
+405.8%
-505.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +2.8% | -12.9% | -6.1% |
| 7D | -7.0% | +5.7% | -12.6% | +1.5% |
| 30D | +2.8% | +1.4% | +1.4% | +6.9% |
| 3M | -9.8% | -12.1% | +2.2% | -14.1% |
| 6M | -99.2% | +28.6% | -127.7% | -97.1% |
| YTD | -99.5% | +51.1% | -150.6% | -97.6% |
| 1Y | -99.8% | +55.9% | -155.7% | -98.9% |
| 3Y | -100.0% | +70.1% | -170.1% | -99.8% |
| 5Y | -100.0% | +90.7% | -190.7% | -99.9% |
| 10Y | -100.0% | +154.0% | -254.0% | -100.0% |
| All | -100.0% | +405.8% | -505.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling