-100.0%
SOXS vs AR
+44.7%
-144.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.0% | -5.3% |
| 7D | -15.6% | -1.8% | -13.8% | -16.5% |
| 30D | +4.8% | +12.6% | -7.8% | +11.5% |
| 3M | -21.6% | +10.0% | -31.7% | -19.7% |
| 6M | -99.3% | +0.6% | -100.0% | -99.6% |
| YTD | -99.5% | +13.4% | -112.9% | -99.7% |
| 1Y | -99.8% | +21.7% | -121.5% | -99.8% |
| 3Y | -100.0% | +45.8% | -145.8% | -100.0% |
| All | -100.0% | +44.7% | -144.7% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling