-91.6%
SOXS vs AAL
+4.4%
-96.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.3% | +2.4% | +14.8% |
| 7D | +46.7% | +8.3% | +38.3% | +57.3% |
| 30D | +97.0% | +6.2% | +90.7% | +108.7% |
| 3M | +39.5% | -17.7% | +57.2% | +16.6% |
| 6M | -54.9% | +15.4% | -70.3% | -40.5% |
| YTD | -90.4% | -11.1% | -79.3% | -88.2% |
| 1Y | -91.6% | +7.7% | -99.4% | -86.0% |
| All | -91.6% | +4.4% | -96.0% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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