+5,656.5%
AMD vs SOXS
-100.0%
+5,756.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -22.0% | +36.7% | +5.9% |
| 7D | +6.5% | +3.2% | +3.3% | +15.5% |
| 30D | -15.3% | +61.0% | -76.3% | +16.2% |
| 3M | +9.7% | +24.0% | -14.3% | +42.5% |
| 6M | +13.2% | -35.9% | +49.1% | +45.5% |
| YTD | +140.6% | -90.9% | +231.4% | +66.3% |
| 1Y | +111.2% | -91.5% | +202.7% | +47.4% |
| 3Y | +334.4% | -99.7% | +434.1% | +61.0% |
| 5Y | +268.3% | -99.9% | +368.3% | +53.9% |
| 10Y | +8,077.9% | -100.0% | +8,177.9% | +379.2% |
| All | +5,656.5% | -100.0% | +5,756.5% | -0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling