-100.0%
SOXS vs ABT
+473.3%
-573.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.6% | -2.3% | -8.7% |
| 7D | -15.6% | -3.1% | -12.5% | -19.7% |
| 30D | +4.8% | -2.1% | +6.9% | +0.3% |
| 3M | -21.6% | +17.4% | -39.1% | -9.9% |
| 6M | -99.3% | -2.4% | -96.9% | -99.6% |
| YTD | -99.5% | -14.2% | -85.3% | -99.8% |
| 1Y | -99.8% | -18.3% | -81.4% | -99.9% |
| 3Y | -100.0% | +11.5% | -111.5% | -100.0% |
| 5Y | -100.0% | -9.9% | -90.1% | -100.0% |
| 10Y | -100.0% | +204.4% | -304.4% | -100.0% |
| All | -100.0% | +473.3% | -573.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling