-100.0%
SOXS vs AGI
+206.4%
-306.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.3% | +11.4% | +7.3% |
| 7D | -9.4% | -5.3% | -4.2% | -10.6% |
| 30D | +6.2% | +6.8% | -0.6% | +8.3% |
| 3M | -28.0% | +8.3% | -36.3% | -25.3% |
| 6M | -99.2% | -29.2% | -70.0% | -99.0% |
| YTD | -99.5% | -7.3% | -92.2% | -99.4% |
| 1Y | -99.7% | +8.0% | -107.8% | -99.7% |
| 3Y | -100.0% | +206.6% | -306.5% | -100.0% |
| 5Y | -100.0% | +398.1% | -498.1% | -100.0% |
| 10Y | -100.0% | +384.0% | -484.0% | -100.0% |
| All | -100.0% | +206.4% | -306.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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