+48.5%
AMZN vs SOXS
-100.0%
+148.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.6% | +7.5% | +1.1% |
| 7D | -0.7% | -4.7% | +4.1% | -1.3% |
| 30D | -3.9% | +7.7% | -11.7% | -2.4% |
| 3M | +6.3% | -10.2% | +16.5% | +9.3% |
| 6M | +20.8% | -99.2% | +120.0% | -22.6% |
| YTD | +11.2% | -99.5% | +110.8% | -34.4% |
| 1Y | +11.7% | -99.8% | +111.4% | -40.9% |
| 3Y | +79.4% | -100.0% | +179.4% | -30.2% |
| All | +48.5% | -100.0% | +148.5% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling