-100.0%
SOXS vs AMBA
+772.6%
-872.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +6.1% | -18.8% | -6.8% |
| 7D | +36.2% | -7.2% | +43.5% | +32.0% |
| 30D | +131.5% | -10.4% | +141.9% | +123.8% |
| 3M | +60.5% | -30.1% | +90.6% | +28.2% |
| 6M | -25.9% | -22.4% | -3.5% | -11.1% |
| YTD | -88.3% | -17.3% | -71.0% | -82.8% |
| 1Y | -89.6% | -35.4% | -54.2% | -87.5% |
| 3Y | -99.6% | +18.6% | -118.2% | -98.2% |
| 5Y | -99.9% | -69.8% | -30.1% | -99.6% |
| 10Y | -100.0% | +1.1% | -101.1% | -100.0% |
| All | -100.0% | +772.6% | -872.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling