-100.0%
SOXS vs AA
+38.9%
-138.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -1.8% | +12.8% | +9.4% |
| 7D | -28.4% | +0.5% | -28.9% | -26.5% |
| 30D | +19.4% | -0.6% | +20.0% | +25.1% |
| 3M | +28.2% | -19.7% | +47.8% | +12.5% |
| 6M | -37.7% | -41.6% | +3.9% | -53.7% |
| YTD | -91.6% | -24.6% | -67.0% | -91.5% |
| 1Y | -93.1% | +4.9% | -97.9% | -90.1% |
| 3Y | -99.7% | +66.8% | -166.5% | -98.8% |
| 5Y | -99.9% | -19.4% | -80.5% | -99.7% |
| 10Y | -100.0% | +43.1% | -143.1% | -100.0% |
| All | -100.0% | +38.9% | -138.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling