-100.0%
SOXS vs AEM
+298.9%
-398.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.9% | +11.0% | +6.0% |
| 7D | -9.4% | -5.0% | -4.4% | -12.6% |
| 30D | +6.2% | +8.5% | -2.3% | +13.1% |
| 3M | -28.0% | +29.3% | -57.3% | -8.4% |
| 6M | -99.2% | -12.9% | -86.3% | -98.9% |
| YTD | -99.5% | +16.8% | -116.3% | -99.2% |
| 1Y | -99.7% | +29.8% | -129.6% | -99.5% |
| 3Y | -100.0% | +336.7% | -436.7% | -99.9% |
| All | -100.0% | +298.9% | -398.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling