-100.0%
SOXS vs ABCL
-39.9%
-60.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -4.8% |
| 7D | -15.6% | +1.4% | -17.0% | -15.0% |
| 30D | +4.8% | +65.1% | -60.3% | +41.8% |
| 3M | -21.6% | +111.1% | -132.7% | +33.0% |
| 6M | -99.3% | +231.6% | -330.9% | -98.1% |
| YTD | -99.5% | +234.5% | -334.0% | -98.5% |
| 1Y | -99.8% | +174.3% | -274.1% | -99.3% |
| 3Y | -100.0% | +111.5% | -211.4% | -99.9% |
| 5Y | -100.0% | -37.3% | -62.7% | -100.0% |
| All | -100.0% | -39.9% | -60.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling