-26.2%
SOXS vs AMCR
+13.9%
-40.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.6% |
| 7D | -16.6% | -6.3% | -10.3% | -16.1% |
| 30D | -4.4% | -7.1% | +2.8% | -4.4% |
| 3M | -26.2% | +12.7% | -38.9% | -14.7% |
| All | -26.2% | +13.9% | -40.1% | -14.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling