-100.0%
SOXS vs AMCR
+14.6%
-114.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -4.0% | -7.6% |
| 7D | -4.7% | -6.3% | +1.5% | -12.6% |
| 30D | +7.7% | -7.8% | +15.5% | -3.9% |
| 3M | -10.2% | +7.5% | -17.7% | -2.8% |
| 6M | -99.2% | +2.7% | -101.9% | -98.8% |
| YTD | -99.5% | +6.0% | -105.6% | -99.3% |
| 1Y | -99.8% | +7.8% | -107.5% | -99.6% |
| 3Y | -100.0% | +5.8% | -105.8% | -100.0% |
| 5Y | -100.0% | -11.6% | -88.4% | -100.0% |
| All | -100.0% | +14.6% | -114.6% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling