-100.0%
SOXS vs ACM
+131.7%
-231.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.8% | +9.9% | +5.4% |
| 7D | -9.4% | -5.9% | -3.5% | -17.4% |
| 30D | +6.2% | -6.2% | +12.4% | -6.4% |
| 3M | -28.0% | -7.9% | -20.1% | -40.0% |
| 6M | -99.2% | -30.6% | -68.6% | -99.5% |
| YTD | -99.5% | -33.3% | -66.2% | -99.7% |
| 1Y | -99.7% | -49.2% | -50.6% | -99.9% |
| 3Y | -100.0% | -23.5% | -76.5% | -100.0% |
| 5Y | -100.0% | +0.9% | -100.9% | -100.0% |
| All | -100.0% | +131.7% | -231.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling