-91.6%
SOXS vs AWK
+20.7%
-112.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.2% | +6.6% | +3.3% |
| 7D | +46.7% | +7.0% | +39.6% | +26.1% |
| 30D | +97.0% | +17.0% | +79.9% | +41.9% |
| 3M | +39.5% | +12.4% | +27.1% | +11.0% |
| 6M | -54.9% | +19.6% | -74.5% | -66.4% |
| YTD | -90.4% | +17.0% | -107.4% | -92.5% |
| 1Y | -91.6% | +20.0% | -111.7% | -93.5% |
| All | -91.6% | +20.7% | -112.3% | -93.5% |
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