-91.5%
SOXS vs AXP
-11.2%
-80.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +1.0% | -23.3% | -21.5% |
| 7D | -5.1% | -1.1% | -3.9% | -5.6% |
| 30D | +60.4% | +5.2% | +55.1% | +66.5% |
| 3M | +32.7% | -4.6% | +37.3% | +27.1% |
| 6M | -36.2% | +3.2% | -39.4% | -33.5% |
| YTD | -90.9% | -11.3% | -79.6% | -91.4% |
| All | -91.5% | -11.2% | -80.3% | -91.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling