-93.2%
SOXS vs AMBA
-34.0%
-59.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +3.5% | -21.7% | -14.1% |
| 7D | -22.3% | +2.6% | -24.9% | -14.5% |
| 30D | +21.9% | -3.6% | +25.4% | +29.6% |
| 3M | +4.2% | -24.6% | +28.8% | -10.3% |
| 6M | -43.4% | -21.6% | -21.8% | -26.5% |
| YTD | -92.5% | -11.8% | -80.7% | -86.2% |
| All | -93.2% | -34.0% | -59.2% | -88.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling