-100.0%
SOXS vs AA
+80.3%
-180.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.5% | -8.4% | -1.6% |
| 7D | -15.6% | +1.7% | -17.2% | -14.3% |
| 30D | +4.8% | +3.3% | +1.4% | +8.5% |
| 3M | -21.6% | -29.4% | +7.8% | -38.7% |
| 6M | -99.3% | -12.8% | -86.5% | -98.9% |
| YTD | -99.5% | -2.1% | -97.4% | -99.0% |
| 1Y | -99.8% | +62.8% | -162.5% | -99.2% |
| 3Y | -100.0% | +90.5% | -190.5% | -99.9% |
| 5Y | -100.0% | +19.1% | -119.1% | -100.0% |
| 10Y | -100.0% | +124.8% | -224.8% | -100.0% |
| All | -100.0% | +80.3% | -180.3% | -100.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling