-100.0%
SOXS vs AR
+141.3%
-241.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.1% | +8.0% | +8.2% |
| 7D | -9.4% | -1.3% | -8.1% | -10.2% |
| 30D | +6.2% | +3.5% | +2.6% | +7.9% |
| 3M | -28.0% | +9.9% | -37.9% | -26.0% |
| 6M | -99.2% | +4.5% | -103.7% | -99.4% |
| YTD | -99.5% | +13.7% | -113.2% | -99.6% |
| 1Y | -99.7% | +19.2% | -119.0% | -99.8% |
| 3Y | -100.0% | +46.2% | -146.1% | -100.0% |
| 5Y | -100.0% | +145.9% | -245.9% | -100.0% |
| All | -100.0% | +141.3% | -241.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling