-100.0%
SOXS vs AEM
+356.0%
-456.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.8% |
| 7D | -16.6% | +3.0% | -19.6% | -15.7% |
| 30D | -4.4% | +12.5% | -16.8% | +0.2% |
| 3M | -26.2% | +26.9% | -53.2% | -16.7% |
| 6M | -99.3% | -9.4% | -89.8% | -99.1% |
| YTD | -99.5% | +20.3% | -119.8% | -99.4% |
| 1Y | -99.8% | +33.8% | -133.6% | -99.7% |
| 3Y | -100.0% | +349.8% | -449.8% | -100.0% |
| 5Y | -100.0% | +301.0% | -401.0% | -100.0% |
| 10Y | -100.0% | +376.1% | -476.1% | -100.0% |
| All | -100.0% | +356.0% | -456.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling