-100.0%
SOXS vs ALB
+84.6%
-184.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.0% | +11.1% | +5.0% |
| 7D | -9.4% | -7.6% | -1.8% | -16.7% |
| 30D | +6.2% | -5.6% | +11.8% | -0.7% |
| 3M | -28.0% | -16.8% | -11.2% | -36.8% |
| 6M | -99.2% | -26.3% | -72.9% | -99.1% |
| YTD | -99.5% | -13.2% | -86.3% | -99.3% |
| 1Y | -99.7% | +68.8% | -168.5% | -99.3% |
| 3Y | -100.0% | -30.7% | -69.3% | -100.0% |
| 5Y | -100.0% | -46.3% | -53.7% | -100.0% |
| All | -100.0% | +84.6% | -184.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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