-91.6%
SOXS vs AS
+3.3%
-95.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.1% | +3.6% | +13.1% |
| 7D | +46.7% | +13.8% | +32.9% | +62.8% |
| 30D | +97.0% | +16.7% | +80.3% | +124.1% |
| 3M | +39.5% | -11.5% | +51.1% | +20.5% |
| 6M | -54.9% | -5.5% | -49.4% | -56.0% |
| YTD | -90.4% | -14.2% | -76.2% | -90.2% |
| 1Y | -91.6% | +2.1% | -93.7% | -90.1% |
| All | -91.6% | +3.3% | -95.0% | -90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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