-91.6%
SOXS vs AA
+13.9%
-105.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.8% | +6.0% | +11.7% |
| 7D | +46.7% | +0.9% | +45.7% | +47.9% |
| 30D | +97.0% | -6.4% | +103.4% | +87.0% |
| 3M | +39.5% | -13.0% | +52.5% | +25.1% |
| 6M | -54.9% | -34.6% | -20.3% | -65.9% |
| YTD | -90.4% | -23.0% | -67.3% | -90.0% |
| 1Y | -91.6% | +16.0% | -107.6% | -84.2% |
| All | -91.6% | +13.9% | -105.6% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling