-100.0%
SOXS vs AZO
+1,619.5%
-1,719.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.7% |
| 7D | -4.7% | -3.6% | -1.2% | -8.1% |
| 30D | +7.7% | -5.6% | +13.3% | +1.3% |
| 3M | -10.2% | -6.6% | -3.5% | -20.2% |
| 6M | -99.2% | -22.5% | -76.7% | -100.5% |
| YTD | -99.5% | -15.2% | -84.3% | -100.3% |
| 1Y | -99.8% | -33.9% | -65.8% | -100.1% |
| 3Y | -100.0% | +11.8% | -111.8% | -100.0% |
| 5Y | -100.0% | +85.5% | -185.5% | -100.0% |
| 10Y | -100.0% | +298.2% | -398.2% | -100.0% |
| All | -100.0% | +1,619.5% | -1,719.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling