-100.0%
SOXS vs AME
+1,400.7%
-1,500.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.8% |
| 7D | -15.6% | +2.8% | -18.4% | -9.7% |
| 30D | +4.8% | -6.3% | +11.0% | -8.5% |
| 3M | -21.6% | +5.4% | -27.0% | +2.5% |
| 6M | -99.3% | +7.4% | -106.8% | -98.2% |
| YTD | -99.5% | +16.2% | -115.7% | -98.4% |
| 1Y | -99.8% | +26.8% | -126.6% | -99.0% |
| 3Y | -100.0% | +57.5% | -157.5% | -99.8% |
| 5Y | -100.0% | +84.8% | -184.8% | -99.9% |
| 10Y | -100.0% | +424.3% | -524.3% | -100.0% |
| All | -100.0% | +1,400.7% | -1,500.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling