-99.8%
SOXS vs AMRZ
-20.3%
-79.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.3% | +9.4% | +6.8% |
| 7D | -9.4% | -8.1% | -1.3% | -16.7% |
| 30D | +6.2% | -14.8% | +21.0% | -9.8% |
| 3M | -28.0% | -19.7% | -8.3% | -40.8% |
| 6M | -99.2% | -30.8% | -68.4% | -99.0% |
| YTD | -99.5% | -24.3% | -75.2% | -99.3% |
| 1Y | -99.7% | -24.0% | -75.7% | -99.6% |
| All | -99.8% | -20.3% | -79.6% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling