-100.0%
SOXS vs AS
+114.1%
-214.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.8% | -2.0% | -7.7% |
| 7D | -15.6% | -2.6% | -13.0% | -17.6% |
| 30D | +4.8% | -22.1% | +26.9% | -18.8% |
| 3M | -21.6% | -15.3% | -6.3% | -32.9% |
| 6M | -99.3% | -15.6% | -83.8% | -98.9% |
| YTD | -99.5% | -23.2% | -76.3% | -99.3% |
| 1Y | -99.8% | -21.7% | -78.1% | -99.6% |
| All | -100.0% | +114.1% | -214.1% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling