-91.6%
SOXS vs AME
+21.1%
-112.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.6% | +13.4% | -8.9% |
| 7D | +46.7% | -4.4% | +51.1% | +26.8% |
| 30D | +97.0% | -5.9% | +102.8% | +67.3% |
| 3M | +39.5% | -6.5% | +46.1% | +20.6% |
| 6M | -54.9% | +3.2% | -58.1% | -27.7% |
| YTD | -90.4% | +16.0% | -106.4% | -72.8% |
| 1Y | -91.6% | +20.4% | -112.1% | -72.7% |
| All | -91.6% | +21.1% | -112.7% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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