-100.0%
SOXS vs AMT
+103.9%
-203.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.4% | +9.5% | +6.9% |
| 7D | -9.4% | -2.7% | -6.7% | -11.5% |
| 30D | +6.2% | +2.0% | +4.1% | +7.6% |
| 3M | -28.0% | -9.3% | -18.7% | -38.1% |
| 6M | -99.2% | -5.2% | -93.9% | -99.2% |
| YTD | -99.5% | +0.5% | -100.0% | -99.5% |
| 1Y | -99.7% | -7.3% | -92.5% | -99.8% |
| 3Y | -100.0% | +6.2% | -106.2% | -100.0% |
| 5Y | -100.0% | -31.2% | -68.8% | -100.0% |
| All | -100.0% | +103.9% | -203.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling