-100.0%
SOXS vs AIG
+221.4%
-321.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | 0.0% | +8.1% | +8.1% |
| 7D | -9.4% | -2.4% | -7.0% | -12.2% |
| 30D | +6.2% | -2.9% | +9.1% | +1.7% |
| 3M | -28.0% | +0.8% | -28.8% | -30.1% |
| 6M | -99.2% | -2.7% | -96.5% | -99.2% |
| YTD | -99.5% | -11.2% | -88.3% | -99.6% |
| 1Y | -99.7% | -1.5% | -98.2% | -99.8% |
| 3Y | -100.0% | +34.4% | -134.3% | -100.0% |
| 5Y | -100.0% | +54.4% | -154.4% | -100.0% |
| 10Y | -100.0% | +64.4% | -164.4% | -100.0% |
| All | -100.0% | +221.4% | -321.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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