-100.0%
SOXS vs AUR
-35.7%
-64.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.1% | -4.8% |
| 7D | -4.7% | +1.4% | -6.2% | -3.8% |
| 30D | +7.7% | -6.4% | +14.1% | +6.1% |
| 3M | -10.2% | +7.7% | -17.9% | +1.3% |
| 6M | -99.2% | +44.5% | -143.7% | -99.0% |
| YTD | -99.5% | +67.4% | -167.0% | -99.3% |
| 1Y | -99.8% | +15.4% | -115.2% | -99.7% |
| 3Y | -100.0% | +94.8% | -194.8% | -100.0% |
| 5Y | -100.0% | -35.1% | -64.9% | -100.0% |
| All | -100.0% | -35.7% | -64.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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