-99.9%
SOXS vs AFRM
-55.1%
-44.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.4% | -1.4% |
| 7D | +3.2% | -8.4% | +11.6% | -1.0% |
| 30D | +61.0% | -18.3% | +79.3% | +46.5% |
| 3M | +24.0% | -12.7% | +36.7% | +17.8% |
| 6M | -35.9% | +3.0% | -39.0% | -27.6% |
| YTD | -90.9% | -11.4% | -79.5% | -90.1% |
| 1Y | -91.5% | -13.3% | -78.2% | -90.6% |
| 3Y | -99.7% | +194.0% | -293.7% | -98.6% |
| 5Y | -99.9% | -50.6% | -49.3% | -99.7% |
| All | -99.9% | -55.1% | -44.8% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling