-100.0%
SOXS vs ACM
+147.2%
-247.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.4% | -9.8% | -10.7% |
| 7D | -7.0% | -3.7% | -3.2% | -12.0% |
| 30D | +2.8% | -11.1% | +13.9% | -16.1% |
| 3M | -9.8% | -8.0% | -1.9% | -23.6% |
| 6M | -99.2% | -29.7% | -69.5% | -99.4% |
| YTD | -99.5% | -29.4% | -70.1% | -99.7% |
| 1Y | -99.8% | -46.4% | -53.3% | -99.9% |
| 3Y | -100.0% | -22.3% | -77.6% | -100.0% |
| 5Y | -100.0% | +4.5% | -104.5% | -100.0% |
| 10Y | -100.0% | +127.6% | -227.6% | -100.0% |
| All | -100.0% | +147.2% | -247.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling