-93.5%
SOXS vs ACGL
+21.3%
-114.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | 0.0% | -18.2% | -18.2% |
| 7D | -22.3% | -1.4% | -21.0% | -18.9% |
| 30D | +21.9% | +12.4% | +9.5% | -12.6% |
| 3M | +4.2% | +11.1% | -6.9% | -20.9% |
| 6M | -43.4% | +16.3% | -59.7% | -58.5% |
| YTD | -92.5% | +13.8% | -106.3% | -94.3% |
| 1Y | -93.5% | +20.4% | -113.9% | -95.6% |
| All | -93.5% | +21.3% | -114.8% | -95.6% |
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