-100.0%
SOXS vs AMT
-29.9%
-70.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.8% | -8.4% | -4.8% |
| 7D | -4.7% | +1.1% | -5.9% | -4.4% |
| 30D | +7.7% | +4.4% | +3.4% | +9.0% |
| 3M | -10.2% | -5.2% | -5.0% | -14.5% |
| 6M | -99.2% | -0.8% | -98.4% | -99.2% |
| YTD | -99.5% | +3.3% | -102.8% | -99.5% |
| 1Y | -99.8% | -6.0% | -93.7% | -99.8% |
| 3Y | -100.0% | +9.6% | -109.6% | -100.0% |
| All | -100.0% | -29.9% | -70.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling