-100.0%
SOXS vs ALAB
+441.3%
-541.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -5.3% | +13.4% | +3.9% |
| 7D | -9.4% | +0.6% | -10.0% | -8.0% |
| 30D | +6.2% | -8.8% | +15.0% | +2.1% |
| 3M | -28.0% | -14.0% | -14.0% | -11.8% |
| 6M | -99.2% | +144.3% | -243.5% | -96.6% |
| YTD | -99.5% | +71.0% | -170.5% | -98.2% |
| 1Y | -99.7% | +23.5% | -123.3% | -99.2% |
| All | -100.0% | +441.3% | -541.3% | -99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling