-99.8%
SOXS vs AZO
-32.5%
-67.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.3% |
| 7D | -4.7% | -3.6% | -1.2% | +0.6% |
| 30D | +7.7% | -5.6% | +13.3% | +17.5% |
| 3M | -10.2% | -6.6% | -3.5% | +1.8% |
| 6M | -99.2% | -22.5% | -76.7% | -97.3% |
| YTD | -99.5% | -15.2% | -84.3% | -98.5% |
| 1Y | -99.8% | -33.9% | -65.8% | -99.0% |
| All | -99.8% | -32.5% | -67.2% | -99.0% |
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