-100.0%
SOXS vs AMAT
+1,318.9%
-1,418.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +1.5% |
| 7D | +3.2% | -2.5% | +5.7% | +11.9% |
| 30D | +61.0% | -26.5% | +87.5% | +6.8% |
| 3M | +24.0% | -28.6% | +52.6% | -15.2% |
| 6M | -35.9% | -14.2% | -21.7% | +13.3% |
| YTD | -90.9% | +45.5% | -136.4% | -33.9% |
| 1Y | -91.5% | +59.3% | -150.8% | -20.4% |
| 3Y | -99.7% | +153.1% | -252.8% | -68.0% |
| 5Y | -99.9% | +158.2% | -258.1% | -68.3% |
| 10Y | -100.0% | +1,370.8% | -1,470.8% | -93.9% |
| All | -100.0% | +1,318.9% | -1,418.9% | -93.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling