-100.0%
SOXS vs AU
+253.5%
-353.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -4.3% | +12.4% | +6.8% |
| 7D | -9.4% | -7.0% | -2.4% | -11.3% |
| 30D | +6.2% | +7.3% | -1.1% | +8.8% |
| 3M | -28.0% | +33.2% | -61.2% | -19.4% |
| 6M | -99.2% | -0.6% | -98.6% | -98.8% |
| YTD | -99.5% | +26.2% | -125.6% | -99.2% |
| 1Y | -99.7% | +68.3% | -168.0% | -99.6% |
| 3Y | -100.0% | +592.1% | -692.1% | -100.0% |
| 5Y | -100.0% | +685.3% | -785.2% | -100.0% |
| 10Y | -100.0% | +682.5% | -782.5% | -100.0% |
| All | -100.0% | +253.5% | -353.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling