-99.5%
SOXS vs AS
+123.4%
-222.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.8% | +11.9% | +10.3% |
| 7D | -28.4% | -4.9% | -23.6% | -31.3% |
| 30D | +19.4% | +3.9% | +15.5% | +23.7% |
| 3M | +28.2% | -9.6% | +37.8% | +17.4% |
| 6M | -37.7% | -8.7% | -29.0% | -40.8% |
| YTD | -91.6% | -19.8% | -71.8% | -92.2% |
| 1Y | -93.1% | -1.5% | -91.5% | -92.1% |
| All | -99.5% | +123.4% | -222.9% | -98.4% |
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