-91.6%
SOXS vs AU
+42.5%
-134.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +8.0% | +0.8% | +16.2% |
| 7D | +46.7% | +0.8% | +45.9% | +48.0% |
| 30D | +97.0% | -7.0% | +103.9% | +87.9% |
| 3M | +39.5% | +8.5% | +31.0% | +58.5% |
| 6M | -54.9% | -1.3% | -53.7% | -46.0% |
| YTD | -90.4% | +6.8% | -97.1% | -86.5% |
| 1Y | -91.6% | +44.6% | -136.3% | -84.0% |
| All | -91.6% | +42.5% | -134.1% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling