-100.0%
SOXS vs AME
+54.6%
-154.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.9% | +9.0% | +5.6% |
| 7D | -9.4% | 0.0% | -9.4% | -8.9% |
| 30D | +6.2% | -8.6% | +14.8% | -17.1% |
| 3M | -28.0% | +5.8% | -33.8% | -1.3% |
| 6M | -99.2% | +3.8% | -103.0% | -97.7% |
| YTD | -99.5% | +14.4% | -113.9% | -98.1% |
| 1Y | -99.7% | +25.8% | -125.5% | -98.8% |
| All | -100.0% | +54.6% | -154.6% | -99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling