-100.0%
SOXS vs AWK
+132.0%
-232.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.0% | -6.6% |
| 7D | -4.7% | -2.1% | -2.6% | -6.1% |
| 30D | +7.7% | +2.1% | +5.7% | +8.6% |
| 3M | -10.2% | +11.4% | -21.5% | -5.5% |
| 6M | -99.2% | +3.9% | -103.1% | -99.3% |
| YTD | -99.5% | +7.7% | -107.2% | -99.6% |
| 1Y | -99.8% | +1.3% | -101.1% | -99.8% |
| 3Y | -100.0% | +7.2% | -107.2% | -100.0% |
| 5Y | -100.0% | -17.0% | -83.0% | -100.0% |
| All | -100.0% | +132.0% | -232.0% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling