-100.0%
SOXS vs AFL
+303.3%
-403.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -4.7% |
| 7D | -4.7% | -1.6% | -3.1% | -6.8% |
| 30D | +7.7% | -4.0% | +11.8% | +1.9% |
| 3M | -10.2% | -0.5% | -9.6% | -14.6% |
| 6M | -99.2% | +6.5% | -105.7% | -99.4% |
| YTD | -99.5% | +6.2% | -105.7% | -99.6% |
| 1Y | -99.8% | +8.3% | -108.0% | -99.8% |
| 3Y | -100.0% | +62.5% | -162.5% | -100.0% |
| 5Y | -100.0% | +136.2% | -236.2% | -100.0% |
| All | -100.0% | +303.3% | -403.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling