-100.0%
SOXS vs AMC
-98.1%
-1.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +4.3% | -14.5% | -9.8% |
| 7D | -7.0% | +2.3% | -9.3% | -6.7% |
| 30D | +2.8% | -0.7% | +3.5% | +3.0% |
| 3M | -9.8% | +35.2% | -45.1% | -5.7% |
| 6M | -99.2% | +124.6% | -223.8% | -99.0% |
| YTD | -99.5% | +69.9% | -169.4% | -99.4% |
| 1Y | -99.8% | -2.6% | -97.2% | -99.7% |
| 3Y | -100.0% | -79.8% | -20.2% | -100.0% |
| 5Y | -100.0% | -99.4% | -0.6% | -100.0% |
| 10Y | -100.0% | -98.9% | -1.1% | -100.0% |
| All | -100.0% | -98.1% | -1.9% | -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