-91.6%
SOXS vs ACN
+10.1%
-101.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.8% | +4.9% | +4.8% |
| 7D | +46.7% | +8.6% | +38.1% | +36.6% |
| 30D | +97.0% | +36.6% | +60.4% | +49.8% |
| 3M | +39.5% | +56.3% | -16.8% | -10.1% |
| 6M | -54.9% | +49.7% | -104.6% | -72.1% |
| YTD | -90.4% | +1.3% | -91.7% | -94.6% |
| 1Y | -91.6% | +11.9% | -103.6% | -94.9% |
| All | -91.6% | +10.1% | -101.7% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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