-91.6%
SOXS vs ALAB
+23.1%
-114.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.4% | +13.2% | +4.3% |
| 7D | +46.7% | -24.9% | +71.5% | +14.7% |
| 30D | +97.0% | -38.4% | +135.3% | +36.0% |
| 3M | +39.5% | -38.3% | +77.8% | +7.8% |
| 6M | -54.9% | +10.9% | -65.9% | -22.1% |
| YTD | -90.4% | +34.2% | -124.6% | -76.5% |
| 1Y | -91.6% | +24.5% | -116.2% | -79.3% |
| All | -91.6% | +23.1% | -114.7% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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