-91.6%
SOXS vs ADSK
-10.6%
-81.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +7.0% | +1.7% | +1.7% |
| 7D | +46.7% | +11.4% | +35.2% | +33.0% |
| 30D | +97.0% | +21.9% | +75.1% | +65.5% |
| 3M | +39.5% | +13.9% | +25.7% | +21.4% |
| 6M | -54.9% | +9.1% | -64.0% | -63.2% |
| YTD | -90.4% | -8.8% | -81.6% | -93.8% |
| 1Y | -91.6% | -10.2% | -81.4% | -94.7% |
| All | -91.6% | -10.6% | -81.0% | -94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling