-100.0%
SOXS vs AHR
+360.2%
-460.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.5% | +7.6% | +8.4% |
| 7D | -9.4% | -3.0% | -6.4% | -10.9% |
| 30D | +6.2% | +2.6% | +3.6% | +7.5% |
| 3M | -28.0% | +16.0% | -44.1% | -21.4% |
| 6M | -99.2% | +3.1% | -102.3% | -99.0% |
| YTD | -99.5% | +16.0% | -115.5% | -99.3% |
| 1Y | -99.7% | +28.0% | -127.7% | -99.6% |
| All | -100.0% | +360.2% | -460.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling