-91.6%
SOXS vs AMGN
+64.6%
-156.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.7% | +5.0% | +8.6% |
| 7D | +46.7% | +5.9% | +40.8% | +46.6% |
| 30D | +97.0% | +18.7% | +78.2% | +98.8% |
| 3M | +39.5% | +23.4% | +16.1% | +45.1% |
| 6M | -54.9% | +49.7% | -104.7% | -47.0% |
| YTD | -90.4% | +49.2% | -139.6% | -89.1% |
| 1Y | -91.6% | +65.7% | -157.4% | -89.6% |
| All | -91.6% | +64.6% | -156.3% | -89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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