-100.0%
SOXS vs AMC
-97.5%
-2.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -1.2% | -17.0% | -18.3% |
| 7D | -22.3% | -2.8% | -19.5% | -22.0% |
| 30D | +21.9% | +14.0% | +7.9% | +24.5% |
| 3M | +4.2% | +42.5% | -38.3% | +9.3% |
| 6M | -43.4% | +142.6% | -185.9% | -36.2% |
| YTD | -92.5% | +119.2% | -211.8% | -91.5% |
| 1Y | -93.5% | +40.7% | -134.2% | -92.9% |
| 3Y | -99.7% | -57.3% | -42.4% | -99.7% |
| 5Y | -99.9% | -99.1% | -0.8% | -99.9% |
| 10Y | -100.0% | -98.7% | -1.3% | -100.0% |
| All | -100.0% | -97.5% | -2.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling