-100.0%
SOXS vs AMBA
+12.8%
-112.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +5.3% | -27.5% | -16.2% |
| 7D | -5.1% | 0.0% | -5.0% | +0.8% |
| 30D | +60.4% | -8.6% | +69.0% | +59.3% |
| 3M | +32.7% | -29.0% | +61.7% | +3.5% |
| 6M | -36.2% | -19.2% | -17.0% | -19.1% |
| YTD | -90.9% | -13.0% | -77.9% | -85.2% |
| 1Y | -92.2% | -31.3% | -60.9% | -90.0% |
| 3Y | -99.7% | +28.1% | -127.9% | -97.9% |
| 5Y | -99.9% | -69.4% | -30.5% | -99.6% |
| 10Y | -100.0% | +7.6% | -107.6% | -100.0% |
| All | -100.0% | +12.8% | -112.8% | -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