-100.0%
SOXS vs AMCR
+96.6%
-196.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.3% | +8.4% | +7.8% |
| 7D | -9.4% | -5.0% | -4.5% | -14.0% |
| 30D | +6.2% | -8.0% | +14.1% | -2.9% |
| 3M | -28.0% | +14.3% | -42.3% | -17.2% |
| 6M | -99.2% | +5.3% | -104.5% | -98.8% |
| YTD | -99.5% | +7.7% | -107.2% | -99.3% |
| 1Y | -99.7% | +10.8% | -110.6% | -99.6% |
| 3Y | -100.0% | +9.6% | -109.6% | -100.0% |
| 5Y | -100.0% | -10.2% | -89.8% | -100.0% |
| 10Y | -100.0% | +16.5% | -116.5% | -100.0% |
| All | -100.0% | +96.6% | -196.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling