-100.0%
SOXS vs AA
+1.1%
-101.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | -4.7% | -3.4% | -1.3% | -7.4% |
| 30D | +7.7% | -5.8% | +13.5% | +3.1% |
| 3M | -10.2% | -29.9% | +19.7% | -31.6% |
| 6M | -99.2% | -27.0% | -72.2% | -98.8% |
| YTD | -99.5% | -8.7% | -90.8% | -99.1% |
| 1Y | -99.8% | +50.6% | -150.4% | -99.2% |
| 3Y | -100.0% | +74.1% | -174.1% | -99.9% |
| All | -100.0% | +1.1% | -101.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling