-99.8%
SOXS vs AWK
+1.8%
-101.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.1% | -10.1% | -9.9% |
| 7D | -7.0% | +1.7% | -8.7% | -10.8% |
| 30D | +2.8% | +5.6% | -2.8% | -8.6% |
| 3M | -9.8% | +15.9% | -25.7% | -29.4% |
| 6M | -99.2% | +4.6% | -103.8% | -99.0% |
| YTD | -99.5% | +10.1% | -109.5% | -99.4% |
| 1Y | -99.8% | +2.1% | -101.9% | -99.7% |
| All | -99.8% | +1.8% | -101.6% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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