-91.6%
SOXS vs AR
+14.7%
-106.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -6.3% | +15.0% | +12.3% |
| 7D | +46.7% | -11.1% | +57.8% | +56.3% |
| 30D | +97.0% | +7.9% | +89.1% | +84.8% |
| 3M | +39.5% | +4.9% | +34.7% | +33.1% |
| 6M | -54.9% | -5.3% | -49.6% | -55.2% |
| YTD | -90.4% | +8.6% | -99.0% | -90.1% |
| 1Y | -91.6% | +13.7% | -105.3% | -91.0% |
| All | -91.6% | +14.7% | -106.4% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling