-100.0%
SOXS vs ASTS
+576.8%
-676.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.1% | -11.0% | -2.6% |
| 7D | -15.6% | +18.5% | -34.1% | -9.9% |
| 30D | +4.8% | -8.1% | +12.8% | +3.4% |
| 3M | -21.6% | -28.2% | +6.5% | -21.8% |
| 6M | -99.3% | -26.1% | -73.2% | -98.7% |
| YTD | -99.5% | -9.0% | -90.6% | -98.9% |
| 1Y | -99.8% | +62.2% | -162.0% | -99.4% |
| 3Y | -100.0% | +1,621.9% | -1,721.9% | -99.8% |
| 5Y | -100.0% | +457.0% | -557.0% | -100.0% |
| All | -100.0% | +576.8% | -676.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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