-100.0%
SOXS vs AXP
+465.7%
-565.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -15.6% | +0.6% | -16.2% | -15.0% |
| 30D | +4.8% | -4.3% | +9.1% | -3.0% |
| 3M | -21.6% | +4.7% | -26.3% | -14.1% |
| 6M | -99.3% | +9.0% | -108.3% | -99.3% |
| YTD | -99.5% | -11.1% | -88.4% | -99.6% |
| 1Y | -99.8% | +1.3% | -101.1% | -99.8% |
| 3Y | -100.0% | +114.5% | -214.5% | -99.9% |
| 5Y | -100.0% | +118.0% | -218.0% | -100.0% |
| 10Y | -100.0% | +464.9% | -564.9% | -100.0% |
| All | -100.0% | +465.7% | -565.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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