-91.6%
SOXS vs AMCR
+32.3%
-123.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.3% | +5.5% | +9.8% |
| 7D | +46.7% | +6.2% | +40.4% | +49.8% |
| 30D | +97.0% | +16.0% | +80.9% | +110.0% |
| 3M | +39.5% | +4.4% | +35.2% | +39.6% |
| 6M | -54.9% | +35.5% | -90.4% | -42.0% |
| YTD | -90.4% | +21.5% | -111.9% | -88.0% |
| 1Y | -91.6% | +30.7% | -122.4% | -89.8% |
| All | -91.6% | +32.3% | -123.9% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling