-100.0%
SOXS vs AFRM
-21.7%
-78.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -5.1% |
| 7D | -15.6% | +3.1% | -18.6% | -14.2% |
| 30D | +4.8% | -4.2% | +9.0% | +2.2% |
| 3M | -21.6% | +10.1% | -31.7% | -12.9% |
| 6M | -99.3% | +39.4% | -138.8% | -98.6% |
| YTD | -99.5% | -3.2% | -96.4% | -99.2% |
| 1Y | -99.8% | -16.1% | -83.7% | -99.6% |
| 3Y | -100.0% | +220.8% | -320.8% | -99.9% |
| 5Y | -100.0% | -17.7% | -82.3% | -100.0% |
| All | -100.0% | -21.7% | -78.3% | -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 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