-100.0%
SOXS vs ACN
-42.1%
-57.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.4% | -8.9% | -2.5% |
| 7D | -4.7% | -1.5% | -3.2% | -6.2% |
| 30D | +7.7% | +2.1% | +5.7% | +8.5% |
| 3M | -10.2% | +11.1% | -21.3% | -24.4% |
| 6M | -99.2% | -6.8% | -92.4% | -99.7% |
| YTD | -99.5% | -30.0% | -69.5% | -99.9% |
| 1Y | -99.8% | -23.1% | -76.6% | -99.9% |
| 3Y | -100.0% | -40.4% | -59.6% | -100.0% |
| All | -100.0% | -42.1% | -57.9% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling