-99.7%
SOXS vs ACM
-48.9%
-50.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.8% | +9.9% | +7.1% |
| 7D | -9.4% | -5.9% | -3.5% | -12.5% |
| 30D | +6.2% | -6.2% | +12.4% | +1.1% |
| 3M | -28.0% | -7.9% | -20.1% | -32.6% |
| 6M | -99.2% | -30.6% | -68.6% | -99.3% |
| YTD | -99.5% | -33.3% | -66.2% | -99.6% |
| 1Y | -99.7% | -49.2% | -50.6% | -99.8% |
| All | -99.7% | -48.9% | -50.9% | -99.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling