-100.0%
SOXS vs AGG
+46.2%
-146.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | -4.7% | -1.1% | -3.7% | -5.3% |
| 30D | +7.7% | -1.1% | +8.9% | +7.0% |
| 3M | -10.2% | -1.9% | -8.2% | -11.0% |
| 6M | -99.2% | -1.7% | -97.5% | -99.2% |
| YTD | -99.5% | -1.3% | -98.2% | -99.5% |
| 1Y | -99.8% | -0.7% | -99.0% | -99.8% |
| 3Y | -100.0% | +12.5% | -112.5% | -100.0% |
| 5Y | -100.0% | -2.5% | -97.5% | -100.0% |
| 10Y | -100.0% | +14.2% | -114.2% | -100.0% |
| All | -100.0% | +46.2% | -146.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling