-8.2%
AMD vs SOXS
+52.3%
-60.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SOXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -12.6% | +23.7% | +5.6% |
| 7D | -11.0% | +36.2% | -47.3% | +6.9% |
| 30D | -30.5% | +131.5% | -162.0% | +8.3% |
| 3M | -8.2% | +60.5% | -68.7% | +29.1% |
| All | -8.2% | +52.3% | -60.5% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXS.
Daily Out/Under-Performance
Portfolio return minus SOXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXS 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 3mo: compounded portfolio wealth divided by compounded SOXS 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…
3mo analysis · Full analysis span regression · Available span rolling