-100.0%
SOXS vs AHR
+356.1%
-456.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -6.0% |
| 7D | -4.7% | -2.1% | -2.7% | -5.8% |
| 30D | +7.7% | +1.9% | +5.9% | +8.7% |
| 3M | -10.2% | +15.7% | -25.8% | -1.8% |
| 6M | -99.2% | +2.5% | -101.7% | -99.0% |
| YTD | -99.5% | +15.0% | -114.5% | -99.3% |
| 1Y | -99.8% | +28.1% | -127.9% | -99.6% |
| All | -100.0% | +356.1% | -456.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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