-100.0%
SOXS vs AXON
+167.8%
-267.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.1% | -4.0% |
| 7D | -16.6% | -3.3% | -13.2% | -18.7% |
| 30D | -4.4% | -17.8% | +13.5% | -16.3% |
| 3M | -26.2% | +8.3% | -34.5% | -20.5% |
| 6M | -99.3% | -12.4% | -86.9% | -99.3% |
| YTD | -99.5% | -13.7% | -85.8% | -99.6% |
| 1Y | -99.8% | -33.1% | -66.7% | -99.8% |
| 3Y | -100.0% | +128.2% | -228.2% | -99.9% |
| 5Y | -100.0% | +170.5% | -270.5% | -100.0% |
| All | -100.0% | +167.8% | -267.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling