-100.0%
SOXS vs AMKR
+683.1%
-783.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.5% | +11.6% | +3.4% |
| 7D | -9.4% | +5.5% | -14.9% | -1.9% |
| 30D | +6.2% | -8.6% | +14.8% | -0.1% |
| 3M | -28.0% | -28.7% | +0.7% | -29.8% |
| 6M | -99.2% | +13.3% | -112.5% | -93.9% |
| YTD | -99.5% | +26.1% | -125.6% | -95.1% |
| 1Y | -99.7% | +101.2% | -200.9% | -94.8% |
| 3Y | -100.0% | +127.7% | -227.7% | -98.8% |
| 5Y | -100.0% | +90.9% | -190.9% | -99.6% |
| 10Y | -100.0% | +512.5% | -612.5% | -100.0% |
| All | -100.0% | +683.1% | -783.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling