-100.0%
SOXS vs ABT
+201.3%
-301.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.2% | -7.4% |
| 7D | -4.7% | -5.9% | +1.1% | -12.4% |
| 30D | +7.7% | -8.1% | +15.8% | -4.9% |
| 3M | -10.2% | +14.5% | -24.7% | -1.2% |
| 6M | -99.2% | -6.3% | -92.9% | -99.5% |
| YTD | -99.5% | -17.1% | -82.4% | -99.8% |
| 1Y | -99.8% | -21.4% | -78.4% | -99.9% |
| 3Y | -100.0% | +5.9% | -105.9% | -100.0% |
| 5Y | -100.0% | -12.8% | -87.2% | -100.0% |
| All | -100.0% | +201.3% | -301.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling