-100.0%
SOXS vs AKAM
+255.1%
-355.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.9% | -6.8% | +3.1% |
| 7D | -16.6% | +5.4% | -22.0% | -12.0% |
| 30D | -4.4% | -5.9% | +1.5% | -8.0% |
| 3M | -26.2% | -19.6% | -6.6% | -35.6% |
| 6M | -99.3% | +8.5% | -107.7% | -98.9% |
| YTD | -99.5% | +26.9% | -126.5% | -99.2% |
| 1Y | -99.8% | +41.7% | -141.5% | -99.6% |
| 3Y | -100.0% | +5.8% | -105.8% | -100.0% |
| 5Y | -100.0% | -2.3% | -97.7% | -100.0% |
| 10Y | -100.0% | +111.0% | -211.0% | -100.0% |
| All | -100.0% | +255.1% | -355.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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