-99.8%
SOXS vs AMAT
+193.2%
-293.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +4.3% | -14.5% | -1.2% |
| 7D | -7.0% | -1.5% | -5.5% | -8.9% |
| 30D | +2.8% | -14.8% | +17.6% | -23.3% |
| 3M | -9.8% | -9.3% | -0.6% | +27.2% |
| 6M | -99.2% | +27.4% | -126.6% | -92.0% |
| YTD | -99.5% | +77.6% | -177.1% | -89.8% |
| 1Y | -99.8% | +188.9% | -288.7% | -90.8% |
| All | -99.8% | +193.2% | -293.0% | -90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMAT.
Daily Out/Under-Performance
Portfolio return minus AMAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMAT 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 1y: compounded portfolio wealth divided by compounded AMAT 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…
1y analysis · Full analysis span regression · 6 months rolling