-100.0%
SOXS vs AXP
+937.2%
-1,037.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +1.0% | -23.3% | -20.6% |
| 7D | -5.1% | -1.1% | -3.9% | -6.0% |
| 30D | +60.4% | +5.2% | +55.1% | +75.5% |
| 3M | +32.7% | -4.6% | +37.3% | +21.9% |
| 6M | -36.2% | +3.2% | -39.4% | -32.5% |
| YTD | -90.9% | -11.3% | -79.6% | -92.3% |
| 1Y | -92.2% | -11.0% | -81.2% | -93.2% |
| 3Y | -99.7% | +120.2% | -219.9% | -98.0% |
| 5Y | -99.9% | +91.7% | -191.7% | -99.3% |
| 10Y | -100.0% | +440.3% | -540.3% | -100.0% |
| All | -100.0% | +937.2% | -1,037.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling