-100.0%
SOXS vs ASTS
+1,526.9%
-1,626.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.3% | -10.5% | -10.1% |
| 7D | -7.0% | +7.3% | -14.3% | -4.4% |
| 30D | +2.8% | -8.9% | +11.7% | +1.3% |
| 3M | -9.8% | -41.9% | +32.1% | -14.8% |
| 6M | -99.2% | -40.6% | -58.6% | -98.6% |
| YTD | -99.5% | -14.2% | -85.3% | -99.0% |
| 1Y | -99.8% | +48.9% | -148.6% | -99.5% |
| All | -100.0% | +1,526.9% | -1,626.9% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling