-100.0%
SOXS vs AFRM
-28.4%
-71.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -1.1% | +12.2% | +10.5% |
| 7D | -28.4% | -4.4% | -24.0% | -29.8% |
| 30D | +19.4% | -7.7% | +27.1% | +16.6% |
| 3M | +28.2% | -16.9% | +45.0% | +19.8% |
| 6M | -37.7% | +2.5% | -40.2% | -30.2% |
| YTD | -91.6% | -12.5% | -79.1% | -91.0% |
| 1Y | -93.1% | -11.0% | -82.0% | -92.3% |
| 3Y | -99.7% | +184.6% | -284.3% | -98.9% |
| 5Y | -99.9% | -56.3% | -43.6% | -99.6% |
| All | -100.0% | -28.4% | -71.6% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling