-99.9%
SOXS vs AXP
+86.8%
-186.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.8% | +10.3% | +12.5% |
| 7D | -28.4% | -0.1% | -28.3% | -28.3% |
| 30D | +19.4% | +4.4% | +15.0% | +29.8% |
| 3M | +28.2% | -6.4% | +34.6% | +11.6% |
| 6M | -37.7% | +4.2% | -41.9% | -32.5% |
| YTD | -91.6% | -12.4% | -79.3% | -93.4% |
| 1Y | -93.1% | -11.1% | -82.0% | -94.3% |
| 3Y | -99.7% | +114.9% | -214.6% | -97.4% |
| All | -99.9% | +86.8% | -186.7% | -99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling