-100.0%
SOXS vs AMAT
+227.6%
-327.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.0% | -8.9% | +3.6% |
| 7D | -15.6% | +7.0% | -22.6% | -1.5% |
| 30D | +4.8% | -12.2% | +17.0% | -17.6% |
| 3M | -21.6% | -3.8% | -17.8% | +15.9% |
| 6M | -99.3% | +45.9% | -145.3% | -90.9% |
| YTD | -99.5% | +84.6% | -184.1% | -87.6% |
| 1Y | -99.8% | +193.4% | -293.1% | -81.3% |
| 3Y | -100.0% | +228.1% | -328.1% | -93.1% |
| All | -100.0% | +227.6% | -327.6% | -93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling