-100.0%
SOXS vs ACWI
+67.7%
-167.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -7.6% |
| 7D | -15.6% | +1.1% | -16.7% | -10.5% |
| 30D | +4.8% | -0.2% | +4.9% | +4.5% |
| 3M | -21.6% | +4.7% | -26.3% | +25.8% |
| 6M | -99.3% | +14.5% | -113.8% | -95.6% |
| YTD | -99.5% | +14.6% | -114.1% | -96.6% |
| 1Y | -99.8% | +21.4% | -121.2% | -97.5% |
| 3Y | -100.0% | +77.6% | -177.6% | -96.4% |
| 5Y | -100.0% | +68.1% | -168.1% | -98.8% |
| All | -100.0% | +67.7% | -167.7% | -98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling