-100.0%
SOXS vs AWK
+9.5%
-109.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.3% | +8.4% | +8.5% |
| 7D | -9.4% | -0.7% | -8.7% | -8.6% |
| 30D | +6.2% | +2.8% | +3.4% | +3.3% |
| 3M | -28.0% | +11.3% | -39.3% | -34.1% |
| 6M | -99.2% | +6.7% | -105.9% | -99.1% |
| YTD | -99.5% | +9.4% | -108.9% | -99.4% |
| 1Y | -99.7% | +3.7% | -103.5% | -99.7% |
| All | -100.0% | +9.5% | -109.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling