-87.2%
SOXS vs AZO
-10.2%
-77.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | -0.5% | +39.7% | +39.6% |
| 7D | +94.9% | +5.5% | +89.4% | +87.3% |
| 30D | +174.1% | +14.2% | +160.0% | +152.1% |
| 3M | +82.4% | +7.9% | +74.5% | +73.1% |
| 6M | -27.7% | -6.6% | -21.2% | -34.8% |
| YTD | -86.6% | -2.4% | -84.2% | -88.3% |
| 1Y | -87.2% | -9.6% | -77.5% | -88.7% |
| All | -87.2% | -10.2% | -77.0% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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