-99.8%
SOXS vs AMRZ
-19.2%
-80.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -4.2% |
| 7D | -16.6% | -4.7% | -11.9% | -20.5% |
| 30D | -4.4% | -11.3% | +6.9% | -15.4% |
| 3M | -26.2% | -22.1% | -4.2% | -41.2% |
| 6M | -99.3% | -29.6% | -69.7% | -99.1% |
| YTD | -99.5% | -23.3% | -76.2% | -99.4% |
| 1Y | -99.8% | -23.7% | -76.1% | -99.7% |
| All | -99.8% | -19.2% | -80.6% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling