-91.6%
SOXS vs AEM
+17.3%
-108.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +9.7% | -0.9% | +19.2% |
| 7D | +46.7% | +0.2% | +46.5% | +46.2% |
| 30D | +97.0% | +0.1% | +96.9% | +99.8% |
| 3M | +39.5% | +22.1% | +17.5% | +84.6% |
| 6M | -54.9% | +2.4% | -57.4% | -44.0% |
| YTD | -90.4% | +8.9% | -99.3% | -85.0% |
| 1Y | -91.6% | +18.7% | -110.3% | -83.0% |
| All | -91.6% | +17.3% | -108.9% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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