-100.0%
SOXS vs AFRM
-25.0%
-75.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.5% | +3.5% | -4.9% |
| 7D | -16.6% | -8.0% | -8.6% | -20.4% |
| 30D | -4.4% | -9.8% | +5.4% | -9.6% |
| 3M | -26.2% | +4.7% | -30.9% | -20.7% |
| 6M | -99.3% | +34.1% | -133.4% | -98.5% |
| YTD | -99.5% | -8.4% | -91.1% | -99.2% |
| 1Y | -99.8% | -22.9% | -76.9% | -99.6% |
| 3Y | -100.0% | +203.3% | -303.3% | -99.9% |
| 5Y | -100.0% | -26.0% | -74.0% | -100.0% |
| All | -100.0% | -25.0% | -75.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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