-99.2%
SOXS vs AS
+134.9%
-234.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +0.5% | -13.1% | -12.2% |
| 7D | +36.2% | +6.9% | +29.3% | +44.6% |
| 30D | +131.5% | +16.0% | +115.5% | +164.3% |
| 3M | +60.5% | -12.8% | +73.3% | +41.0% |
| 6M | -25.9% | -15.4% | -10.5% | -35.4% |
| YTD | -88.3% | -15.7% | -72.6% | -88.7% |
| 1Y | -89.6% | +6.1% | -95.7% | -87.3% |
| All | -99.2% | +134.9% | -234.1% | -97.6% |
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