-91.6%
SOXS vs ACGL
+28.7%
-120.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.7% | +6.1% | +0.1% |
| 7D | +46.7% | +8.0% | +38.7% | +17.2% |
| 30D | +97.0% | +17.3% | +79.7% | +24.5% |
| 3M | +39.5% | +11.2% | +28.3% | +5.4% |
| 6M | -54.9% | +18.2% | -73.1% | -68.5% |
| YTD | -90.4% | +15.4% | -105.8% | -93.0% |
| 1Y | -91.6% | +26.5% | -118.2% | -95.1% |
| All | -91.6% | +28.7% | -120.4% | -95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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