-28.0%
SOXS vs AGG
-1.4%
-26.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.7% | +8.7% | +2.2% |
| 7D | -9.4% | -0.9% | -8.5% | -16.5% |
| 30D | +6.2% | -1.0% | +7.1% | -2.6% |
| 3M | -28.0% | -1.3% | -26.7% | -34.7% |
| All | -28.0% | -1.4% | -26.6% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 3mo: compounded portfolio wealth divided by compounded AGG 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…
3mo analysis · Full analysis span regression · Available span rolling