-99.7%
SOXS vs AR
+48.5%
-148.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +1.7% |
| 7D | -43.7% | +6.4% | -50.1% | -41.4% |
| 30D | +22.2% | +3.1% | +19.1% | +25.7% |
| 3M | +13.0% | +3.3% | +9.7% | +15.2% |
| 6M | -47.7% | +6.6% | -54.2% | -47.5% |
| YTD | -92.5% | +12.3% | -104.8% | -92.2% |
| 1Y | -93.1% | +12.3% | -105.5% | -92.8% |
| All | -99.7% | +48.5% | -148.2% | -99.6% |
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