-100.0%
SOXS vs AXON
+1,058.0%
-1,158.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +2.7% | +8.4% | +13.0% |
| 7D | -28.4% | +0.8% | -29.2% | -28.1% |
| 30D | +19.4% | -22.8% | +42.2% | -0.4% |
| 3M | +28.2% | -48.8% | +76.9% | -21.0% |
| 6M | -37.7% | -16.3% | -21.4% | -43.0% |
| YTD | -91.6% | -44.5% | -47.2% | -94.4% |
| 1Y | -93.1% | -43.4% | -49.7% | -95.2% |
| 3Y | -99.7% | +44.3% | -144.0% | -99.3% |
| 5Y | -99.9% | +85.1% | -185.0% | -99.7% |
| All | -100.0% | +1,058.0% | -1,158.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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