-100.0%
SOXS vs AWK
+875.4%
-975.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -16.6% | +0.6% | -17.2% | -16.2% |
| 30D | -4.4% | +4.3% | -8.6% | -1.6% |
| 3M | -26.2% | +12.5% | -38.8% | -21.3% |
| 6M | -99.3% | +3.3% | -102.6% | -99.4% |
| YTD | -99.5% | +9.8% | -109.3% | -99.6% |
| 1Y | -99.8% | +2.9% | -102.7% | -99.8% |
| 3Y | -100.0% | +9.6% | -109.6% | -100.0% |
| 5Y | -100.0% | -16.7% | -83.3% | -100.0% |
| 10Y | -100.0% | +136.1% | -236.1% | -100.0% |
| All | -100.0% | +875.4% | -975.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling