-100.0%
SOXS vs AA
+73.4%
-173.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -4.8% | +12.9% | +3.0% |
| 7D | -9.4% | -5.4% | -4.0% | -14.3% |
| 30D | +6.2% | -10.7% | +16.8% | -5.0% |
| 3M | -28.0% | -26.2% | -1.9% | -43.2% |
| 6M | -99.2% | -20.9% | -78.2% | -98.7% |
| YTD | -99.5% | -8.6% | -90.9% | -99.0% |
| 1Y | -99.7% | +57.4% | -157.1% | -99.1% |
| All | -100.0% | +73.4% | -173.4% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling