-91.6%
SOXS vs AG
+29.4%
-121.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +9.1% | -0.4% | +16.1% |
| 7D | +46.7% | -2.6% | +49.3% | +44.3% |
| 30D | +97.0% | -12.1% | +109.1% | +83.1% |
| 3M | +39.5% | -6.6% | +46.1% | +40.0% |
| 6M | -54.9% | -20.5% | -34.5% | -52.4% |
| YTD | -90.4% | -7.4% | -82.9% | -87.7% |
| 1Y | -91.6% | +33.4% | -125.0% | -85.9% |
| All | -91.6% | +29.4% | -121.0% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling