-100.0%
SOXS vs AMC
-67.8%
-32.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.4% | -1.5% | -5.6% |
| 7D | -15.6% | -0.8% | -14.8% | -15.6% |
| 30D | +4.8% | -1.2% | +5.9% | +5.0% |
| 3M | -21.6% | +42.2% | -63.9% | -13.2% |
| 6M | -99.3% | +118.8% | -218.1% | -99.0% |
| YTD | -99.5% | +64.1% | -163.6% | -99.3% |
| 1Y | -99.8% | -9.5% | -90.2% | -99.7% |
| 3Y | -100.0% | -64.3% | -35.6% | -100.0% |
| All | -100.0% | -67.8% | -32.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling