-91.6%
SOXS vs ACI
-18.4%
-73.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.5% | +5.2% | +4.8% |
| 7D | +46.7% | +4.5% | +42.2% | +40.8% |
| 30D | +97.0% | +20.9% | +76.1% | +66.8% |
| 3M | +39.5% | +15.2% | +24.3% | +24.5% |
| 6M | -54.9% | -13.3% | -41.6% | -46.5% |
| YTD | -90.4% | -16.2% | -74.2% | -88.1% |
| 1Y | -91.6% | -16.9% | -74.8% | -89.5% |
| All | -91.6% | -18.4% | -73.2% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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