-93.1%
SOXS vs ALAB
+43.1%
-136.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -2.6% | +13.7% | +8.2% |
| 7D | -28.4% | +16.3% | -44.7% | -11.2% |
| 30D | +19.4% | -26.1% | +45.6% | +9.7% |
| 3M | +28.2% | -31.3% | +59.4% | +23.6% |
| 6M | -37.7% | -1.0% | -36.7% | +10.4% |
| YTD | -91.6% | +33.3% | -125.0% | -76.9% |
| 1Y | -93.1% | +53.5% | -146.6% | -78.3% |
| All | -93.1% | +43.1% | -136.2% | -78.3% |
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