-100.0%
SOXS vs AXON
+4,185.3%
-4,285.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.2% |
| 7D | +3.2% | -27.4% | +30.6% | -16.3% |
| 30D | +61.0% | -28.5% | +89.4% | +30.2% |
| 3M | +24.0% | -49.3% | +73.2% | -20.0% |
| 6M | -35.9% | -25.0% | -10.9% | -45.4% |
| YTD | -90.9% | -46.7% | -44.1% | -93.7% |
| 1Y | -91.5% | -48.3% | -43.2% | -94.2% |
| 3Y | -99.7% | +38.8% | -138.5% | -99.4% |
| 5Y | -99.9% | +77.7% | -177.6% | -99.8% |
| 10Y | -100.0% | +1,028.0% | -1,128.0% | -100.0% |
| All | -100.0% | +4,185.3% | -4,285.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling