-100.0%
SOXS vs AMBA
-5.3%
-94.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -3.8% |
| 7D | -15.6% | -6.4% | -9.2% | -21.9% |
| 30D | +4.8% | -26.8% | +31.6% | -25.8% |
| 3M | -21.6% | -7.6% | -14.0% | -8.0% |
| 6M | -99.3% | +21.2% | -120.5% | -97.1% |
| YTD | -99.5% | -10.4% | -89.1% | -98.4% |
| 1Y | -99.8% | -24.4% | -75.4% | -99.3% |
| 3Y | -100.0% | +6.0% | -106.0% | -99.8% |
| 5Y | -100.0% | -53.9% | -46.1% | -100.0% |
| 10Y | -100.0% | -6.2% | -93.8% | -100.0% |
| All | -100.0% | -5.3% | -94.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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