-100.0%
SOXS vs AMGN
+920.8%
-1,020.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -2.5% |
| 7D | -16.6% | -11.6% | -4.9% | -29.8% |
| 30D | -4.4% | -5.7% | +1.3% | -13.0% |
| 3M | -26.2% | +14.2% | -40.4% | -13.7% |
| 6M | -99.3% | +5.2% | -104.4% | -99.4% |
| YTD | -99.5% | +22.0% | -121.5% | -99.5% |
| 1Y | -99.8% | +43.6% | -143.4% | -99.7% |
| 3Y | -100.0% | +65.0% | -165.0% | -100.0% |
| 5Y | -100.0% | +112.0% | -212.0% | -100.0% |
| 10Y | -100.0% | +216.6% | -316.6% | -100.0% |
| All | -100.0% | +920.8% | -1,020.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling