-100.0%
SOXS vs AMC
-99.0%
-1.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -2.3% |
| 7D | -16.6% | -6.8% | -9.8% | -17.1% |
| 30D | -4.4% | +1.7% | -6.0% | -4.0% |
| 3M | -26.2% | +26.8% | -53.0% | -23.8% |
| 6M | -99.3% | +117.7% | -217.0% | -99.1% |
| YTD | -99.5% | +57.7% | -157.2% | -99.5% |
| 1Y | -99.8% | -12.5% | -87.3% | -99.8% |
| 3Y | -100.0% | -65.7% | -34.2% | -100.0% |
| 5Y | -100.0% | -99.5% | -0.5% | -100.0% |
| 10Y | -100.0% | -99.0% | -1.0% | -100.0% |
| All | -100.0% | -99.0% | -1.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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