-100.0%
SOXS vs ACN
+484.2%
-584.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.1% | -0.8% | -11.4% |
| 7D | -15.6% | -4.8% | -10.8% | -22.8% |
| 30D | +4.8% | +1.9% | +2.9% | +4.9% |
| 3M | -21.6% | +3.9% | -25.5% | -45.2% |
| 6M | -99.3% | -15.0% | -84.3% | -99.8% |
| YTD | -99.5% | -31.9% | -67.6% | -99.9% |
| 1Y | -99.8% | -28.5% | -71.3% | -100.0% |
| 3Y | -100.0% | -41.9% | -58.1% | -100.0% |
| 5Y | -100.0% | -42.9% | -57.1% | -100.0% |
| 10Y | -100.0% | +88.7% | -188.7% | -100.0% |
| All | -100.0% | +484.2% | -584.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling