-100.0%
SOXS vs ABCL
-80.4%
-19.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -4.1% | -14.0% | -20.3% |
| 7D | -22.3% | -2.7% | -19.6% | -21.5% |
| 30D | +21.9% | -5.4% | +27.3% | +26.7% |
| 3M | +4.2% | +22.4% | -18.2% | +27.1% |
| 6M | -43.4% | +127.6% | -171.0% | +5.5% |
| YTD | -92.5% | +249.4% | -341.9% | -80.7% |
| 1Y | -93.5% | +198.0% | -291.5% | -84.1% |
| 3Y | -99.7% | +195.8% | -295.5% | -99.0% |
| 5Y | -99.9% | -20.6% | -79.3% | -99.8% |
| All | -100.0% | -80.4% | -19.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling