-91.6%
SOXS vs AAOI
+91.2%
-182.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -7.3% | +16.1% | +4.9% |
| 7D | +46.7% | -27.9% | +74.6% | +27.5% |
| 30D | +97.0% | -51.2% | +148.2% | +50.3% |
| 3M | +39.5% | -55.0% | +94.5% | +10.4% |
| 6M | -54.9% | -65.7% | +10.8% | -58.8% |
| YTD | -90.4% | +70.0% | -160.4% | -82.2% |
| 1Y | -91.6% | +100.9% | -192.6% | -81.5% |
| All | -91.6% | +91.2% | -182.8% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOI.
Daily Out/Under-Performance
Portfolio return minus AAOI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOI 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 AAOI 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