-100.0%
SOXS vs AMKR
+135.2%
-235.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.4% | -10.0% | +1.6% |
| 7D | -4.7% | +8.3% | -13.0% | +9.4% |
| 30D | +7.7% | -6.8% | +14.5% | +2.3% |
| 3M | -10.2% | -31.9% | +21.8% | -27.6% |
| 6M | -99.2% | +18.4% | -117.6% | -92.1% |
| YTD | -99.5% | +31.7% | -131.2% | -93.5% |
| 1Y | -99.8% | +105.2% | -205.0% | -91.7% |
| 3Y | -100.0% | +147.7% | -247.7% | -96.8% |
| All | -100.0% | +135.2% | -235.2% | -96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMKR.
Daily Out/Under-Performance
Portfolio return minus AMKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMKR 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 AMKR 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