-100.0%
SOXS vs ABCL
-81.9%
-18.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -3.6% |
| 7D | -16.6% | -2.7% | -13.8% | -17.8% |
| 30D | -4.4% | +18.3% | -22.7% | +6.2% |
| 3M | -26.2% | +108.5% | -134.7% | +18.0% |
| 6M | -99.3% | +213.9% | -313.2% | -98.2% |
| YTD | -99.5% | +223.1% | -322.6% | -98.7% |
| 1Y | -99.8% | +160.6% | -260.4% | -99.4% |
| 3Y | -100.0% | +104.3% | -204.2% | -99.9% |
| 5Y | -100.0% | -40.0% | -60.0% | -100.0% |
| All | -100.0% | -81.9% | -18.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling