-100.0%
SOXS vs ACWI
+416.0%
-516.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +1.2% | -19.3% | -13.1% |
| 7D | -22.3% | -0.7% | -21.7% | -18.6% |
| 30D | +21.9% | -2.0% | +23.9% | +24.6% |
| 3M | +4.2% | -2.2% | +6.4% | +9.6% |
| 6M | -43.4% | +1.9% | -45.3% | -11.8% |
| YTD | -92.5% | +12.0% | -104.5% | -79.4% |
| 1Y | -93.5% | +12.5% | -106.0% | -80.9% |
| 3Y | -99.7% | +75.4% | -175.1% | -88.1% |
| 5Y | -99.9% | +61.5% | -161.4% | -94.6% |
| 10Y | -100.0% | +227.1% | -327.1% | -99.8% |
| All | -100.0% | +416.0% | -516.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling