-99.8%
SOXS vs AMRZ
-24.2%
-75.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.3% |
| 7D | -4.7% | -7.5% | +2.8% | -12.6% |
| 30D | +7.7% | -12.4% | +20.1% | -7.1% |
| 3M | -10.2% | -22.4% | +12.2% | -32.2% |
| 6M | -99.2% | -29.5% | -69.7% | -99.0% |
| YTD | -99.5% | -24.1% | -75.4% | -99.3% |
| 1Y | -99.8% | -26.3% | -73.5% | -99.6% |
| All | -99.8% | -24.2% | -75.6% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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