-31.1%
SOXS vs ASTS
-52.7%
+21.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +14.1% | -36.4% | -9.3% |
| 7D | -5.1% | +1.5% | -6.6% | +6.1% |
| 30D | +60.4% | -27.6% | +88.0% | +45.6% |
| 3M | +32.7% | -48.7% | +81.4% | -2.5% |
| All | -31.1% | -52.7% | +21.6% | -39.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling