-100.0%
SOXS vs ACWI
+220.7%
-320.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | -2.0% |
| 7D | +3.2% | -0.2% | +3.4% | +9.2% |
| 30D | +61.0% | -3.3% | +64.3% | +52.2% |
| 3M | +24.0% | -3.4% | +27.4% | +21.0% |
| 6M | -35.9% | +0.8% | -36.7% | -1.4% |
| YTD | -90.9% | +10.7% | -101.6% | -73.4% |
| 1Y | -91.5% | +11.6% | -103.1% | -73.1% |
| 3Y | -99.7% | +73.4% | -173.1% | -78.6% |
| 5Y | -99.9% | +60.2% | -160.1% | -90.6% |
| 10Y | -100.0% | +221.6% | -321.6% | -99.5% |
| All | -100.0% | +220.7% | -320.7% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling