-100.0%
SOXS vs ACGL
+1,141.8%
-1,241.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.7% | -8.5% | -12.3% |
| 7D | -7.0% | -0.7% | -6.2% | -8.1% |
| 30D | +2.8% | -1.0% | +3.8% | +0.6% |
| 3M | -9.8% | +11.0% | -20.9% | -5.8% |
| 6M | -99.2% | -0.3% | -98.9% | -99.4% |
| YTD | -99.5% | +2.3% | -101.8% | -99.7% |
| 1Y | -99.8% | +6.4% | -106.2% | -99.8% |
| 3Y | -100.0% | +34.0% | -133.9% | -100.0% |
| 5Y | -100.0% | +161.6% | -261.6% | -100.0% |
| 10Y | -100.0% | +278.6% | -378.6% | -100.0% |
| All | -100.0% | +1,141.8% | -1,241.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling