-100.0%
SOXS vs AEM
+342.7%
-442.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.9% | +11.0% | +7.0% |
| 7D | -9.4% | -5.0% | -4.4% | -11.1% |
| 30D | +6.2% | +8.5% | -2.3% | +9.9% |
| 3M | -28.0% | +29.3% | -57.3% | -18.3% |
| 6M | -99.2% | -12.9% | -86.3% | -99.0% |
| YTD | -99.5% | +16.8% | -116.3% | -99.3% |
| 1Y | -99.7% | +29.8% | -129.6% | -99.6% |
| 3Y | -100.0% | +336.7% | -436.7% | -100.0% |
| 5Y | -100.0% | +299.9% | -399.9% | -100.0% |
| 10Y | -100.0% | +362.2% | -462.2% | -100.0% |
| All | -100.0% | +342.7% | -442.7% | -100.0% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling