-99.2%
SOXS vs AON
-6.9%
-92.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.0% | +7.1% | +5.2% |
| 7D | -9.4% | -5.9% | -3.5% | +8.0% |
| 30D | +6.2% | -13.7% | +19.8% | +56.4% |
| 3M | -28.0% | -8.3% | -19.7% | -7.1% |
| 6M | -99.2% | -3.6% | -95.5% | -98.4% |
| All | -99.2% | -6.9% | -92.3% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 6mo: compounded portfolio wealth divided by compounded AON 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…
6mo analysis · Full analysis span regression · 6 months rolling