-91.6%
SOXS vs ABT
-4.8%
-86.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.6% | +3.2% | +0.8% |
| 7D | +46.7% | +12.5% | +34.1% | +25.6% |
| 30D | +97.0% | +16.1% | +80.9% | +63.2% |
| 3M | +39.5% | +10.2% | +29.3% | +23.7% |
| 6M | -54.9% | +33.7% | -88.6% | -65.3% |
| YTD | -90.4% | -5.5% | -84.9% | -92.6% |
| 1Y | -91.6% | -5.9% | -85.7% | -93.6% |
| All | -91.6% | -4.8% | -86.9% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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