-100.0%
SOXS vs AON
+779.2%
-879.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -6.8% |
| 7D | -16.6% | -7.9% | -8.7% | -26.1% |
| 30D | -4.4% | -14.6% | +10.3% | -24.9% |
| 3M | -26.2% | -7.9% | -18.3% | -41.9% |
| 6M | -99.3% | -8.0% | -91.3% | -99.7% |
| YTD | -99.5% | -13.2% | -86.3% | -99.8% |
| 1Y | -99.8% | -16.4% | -83.4% | -99.9% |
| 3Y | -100.0% | -6.7% | -93.3% | -100.0% |
| 5Y | -100.0% | +8.0% | -108.0% | -100.0% |
| 10Y | -100.0% | +205.6% | -305.6% | -100.0% |
| All | -100.0% | +779.2% | -879.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling