+28.2%
SOXS vs ALAB
-29.1%
+57.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -2.6% | +13.7% | +7.2% |
| 7D | -28.4% | +16.3% | -44.7% | -5.0% |
| 30D | +19.4% | -26.1% | +45.6% | +6.3% |
| 3M | +28.2% | -31.3% | +59.4% | +20.0% |
| All | +28.2% | -29.1% | +57.3% | +20.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling