-99.7%
SOXS vs AXP
+115.2%
-214.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.8% | +10.3% | +12.4% |
| 7D | -28.4% | -0.1% | -28.3% | -28.3% |
| 30D | +19.4% | +4.4% | +15.0% | +28.8% |
| 3M | +28.2% | -6.4% | +34.6% | +12.8% |
| 6M | -37.7% | +4.2% | -41.9% | -32.4% |
| YTD | -91.6% | -12.4% | -79.3% | -93.3% |
| 1Y | -93.1% | -11.1% | -82.0% | -94.2% |
| 3Y | -99.7% | +114.9% | -214.6% | -98.3% |
| All | -99.7% | +115.2% | -214.9% | -98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling