-100.0%
SOXS vs AG
+64.4%
-164.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -4.9% | +13.0% | +5.0% |
| 7D | -9.4% | -5.8% | -3.6% | -12.6% |
| 30D | +6.2% | +6.4% | -0.2% | +11.7% |
| 3M | -28.0% | +28.4% | -56.4% | -8.3% |
| 6M | -99.2% | -24.5% | -74.7% | -98.8% |
| YTD | -99.5% | +21.2% | -120.7% | -99.0% |
| 1Y | -99.7% | +114.1% | -213.8% | -99.2% |
| 3Y | -100.0% | +268.0% | -368.0% | -99.9% |
| 5Y | -100.0% | +67.3% | -167.3% | -100.0% |
| All | -100.0% | +64.4% | -164.4% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling