-99.7%
SOXS vs ACGL
+8.0%
-107.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.1% | +8.0% | +7.9% |
| 7D | -9.4% | -3.6% | -5.8% | +1.1% |
| 30D | +6.2% | -2.1% | +8.3% | +14.0% |
| 3M | -28.0% | +5.4% | -33.4% | -28.6% |
| 6M | -99.2% | 0.0% | -99.2% | -98.8% |
| YTD | -99.5% | +0.3% | -99.8% | -99.3% |
| 1Y | -99.7% | +6.2% | -105.9% | -99.7% |
| All | -99.7% | +8.0% | -107.8% | -99.7% |
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