-100.0%
SOXS vs ACM
+132.6%
-232.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.6% | +10.5% | +11.9% |
| 7D | -28.4% | +5.6% | -34.1% | -20.7% |
| 30D | +19.4% | +20.8% | -1.4% | +62.4% |
| 3M | +28.2% | +11.4% | +16.7% | +51.6% |
| 6M | -37.7% | +0.9% | -38.7% | -39.4% |
| YTD | -91.6% | -24.8% | -66.8% | -94.8% |
| 1Y | -93.1% | -46.4% | -46.6% | -97.6% |
| 3Y | -99.7% | -9.2% | -90.5% | -99.6% |
| 5Y | -99.9% | +5.0% | -104.9% | -99.8% |
| All | -100.0% | +132.6% | -232.6% | -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