-100.0%
SOXS vs AFRM
-20.4%
-79.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -2.6% | -7.6% | -11.6% |
| 7D | -7.0% | -7.0% | 0.0% | -10.4% |
| 30D | +2.8% | -7.8% | +10.6% | -1.7% |
| 3M | -9.8% | +5.3% | -15.2% | -1.3% |
| 6M | -99.2% | +42.6% | -141.8% | -98.3% |
| YTD | -99.5% | -2.8% | -96.7% | -99.1% |
| 1Y | -99.8% | -19.3% | -80.5% | -99.6% |
| 3Y | -100.0% | +231.0% | -331.0% | -99.9% |
| 5Y | -100.0% | -22.2% | -77.8% | -100.0% |
| All | -100.0% | -20.4% | -79.6% | -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 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