+3,747.4%
AMZN vs SOXS
-100.0%
+3,847.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | -1.4% |
| 7D | +0.8% | -15.6% | +16.4% | -2.0% |
| 30D | -6.4% | +4.8% | -11.1% | -5.2% |
| 3M | +4.8% | -21.6% | +26.4% | +6.2% |
| 6M | +20.5% | -99.3% | +119.9% | -26.5% |
| YTD | +11.3% | -99.5% | +110.9% | -35.3% |
| 1Y | +9.0% | -99.8% | +108.7% | -43.7% |
| 3Y | +85.9% | -100.0% | +185.9% | -25.3% |
| 5Y | +45.8% | -100.0% | +145.8% | -44.3% |
| 10Y | +555.5% | -100.0% | +655.5% | -8.6% |
| All | +3,747.4% | -100.0% | +3,847.4% | +177.4% |
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