-100.0%
SOXS vs ACHR
-42.6%
-57.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.1% | -7.0% | -3.7% |
| 7D | -15.6% | +4.9% | -20.4% | -13.4% |
| 30D | +4.8% | +4.3% | +0.5% | +7.6% |
| 3M | -21.6% | +1.7% | -23.4% | -12.9% |
| 6M | -99.3% | -6.9% | -92.5% | -99.1% |
| YTD | -99.5% | -22.5% | -77.0% | -99.4% |
| 1Y | -99.8% | -31.5% | -68.3% | -99.7% |
| 3Y | -100.0% | -14.4% | -85.6% | -100.0% |
| 5Y | -100.0% | -41.6% | -58.4% | -100.0% |
| All | -100.0% | -42.6% | -57.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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