-100.0%
SOXS vs AG
+584.5%
-684.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -1.2% |
| 7D | -16.6% | -0.1% | -16.5% | -16.7% |
| 30D | -4.4% | +12.5% | -16.8% | +0.4% |
| 3M | -26.2% | +28.2% | -54.4% | -15.0% |
| 6M | -99.3% | -18.8% | -80.4% | -99.0% |
| YTD | -99.5% | +27.4% | -126.9% | -99.3% |
| 1Y | -99.8% | +132.2% | -232.0% | -99.6% |
| 3Y | -100.0% | +286.9% | -386.8% | -100.0% |
| 5Y | -100.0% | +72.8% | -172.8% | -100.0% |
| 10Y | -100.0% | +74.6% | -174.6% | -100.0% |
| All | -100.0% | +584.5% | -684.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling