-100.0%
SOXS vs ACM
-22.3%
-77.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -5.8% |
| 7D | -16.6% | -3.7% | -12.9% | -20.6% |
| 30D | -4.4% | -12.7% | +8.3% | -23.4% |
| 3M | -26.2% | -9.8% | -16.4% | -39.2% |
| 6M | -99.3% | -31.4% | -67.9% | -99.5% |
| YTD | -99.5% | -32.1% | -67.4% | -99.7% |
| 1Y | -99.8% | -47.8% | -52.0% | -99.9% |
| All | -100.0% | -22.3% | -77.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling