-100.0%
SOXS vs AXTI
+1,483.6%
-1,583.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.5% |
| 7D | -4.7% | +5.1% | -9.8% | -1.6% |
| 30D | +7.7% | -17.5% | +25.2% | +3.5% |
| 3M | -10.2% | -26.7% | +16.5% | +4.7% |
| 6M | -99.2% | +36.8% | -136.0% | -99.2% |
| YTD | -99.5% | +296.1% | -395.7% | -99.1% |
| 1Y | -99.8% | +1,810.6% | -1,910.4% | -98.7% |
| 3Y | -100.0% | +2,587.6% | -2,687.5% | -99.8% |
| 5Y | -100.0% | +601.7% | -701.7% | -100.0% |
| All | -100.0% | +1,483.6% | -1,583.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTI.
Daily Out/Under-Performance
Portfolio return minus AXTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTI 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 AXTI 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