-99.5%
SOXS vs AS
+125.3%
-224.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.7% | -1.8% |
| 7D | -43.7% | -3.6% | -40.1% | -45.4% |
| 30D | +22.2% | +3.4% | +18.8% | +26.0% |
| 3M | +13.0% | -8.6% | +21.6% | +4.5% |
| 6M | -47.7% | -10.0% | -37.6% | -51.2% |
| YTD | -92.5% | -19.2% | -73.3% | -93.0% |
| 1Y | -93.1% | -3.8% | -89.3% | -92.3% |
| All | -99.5% | +125.3% | -224.8% | -98.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling