-30.8%
SOXS vs AFRM
+4.5%
-35.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.4% | -2.5% |
| 7D | +3.2% | -8.4% | +11.6% | -4.2% |
| 30D | +61.0% | -18.3% | +79.3% | +38.4% |
| 3M | +24.0% | -12.7% | +36.7% | +10.9% |
| All | -30.8% | +4.5% | -35.4% | -11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling