-100.0%
SOXS vs ABCL
-81.3%
-18.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.2% | -9.0% | -10.8% |
| 7D | -7.0% | +0.7% | -7.7% | -6.6% |
| 30D | +2.8% | +93.1% | -90.3% | +47.9% |
| 3M | -9.8% | +79.4% | -89.3% | +35.0% |
| 6M | -99.2% | +214.9% | -314.1% | -97.9% |
| YTD | -99.5% | +234.2% | -333.7% | -98.6% |
| 1Y | -99.8% | +174.8% | -274.5% | -99.4% |
| 3Y | -100.0% | +104.5% | -204.5% | -99.9% |
| 5Y | -100.0% | -39.0% | -61.0% | -100.0% |
| All | -100.0% | -81.3% | -18.7% | -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