-100.0%
SOXS vs ASTS
+277.6%
-377.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +14.1% | -36.4% | -17.0% |
| 7D | -5.1% | +1.5% | -6.6% | -0.3% |
| 30D | +60.4% | -27.6% | +88.0% | +53.5% |
| 3M | +32.7% | -48.7% | +81.4% | +16.2% |
| 6M | -36.2% | -50.8% | +14.7% | -36.5% |
| YTD | -90.9% | -49.2% | -41.7% | -89.8% |
| 1Y | -92.2% | -46.7% | -45.5% | -90.6% |
| 3Y | -99.7% | +793.2% | -892.9% | -98.7% |
| 5Y | -99.9% | +195.6% | -295.5% | -99.6% |
| All | -100.0% | +277.6% | -377.6% | -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