-100.0%
SOXS vs ALB
-43.9%
-56.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -4.7% |
| 7D | -16.6% | -8.6% | -8.0% | -24.0% |
| 30D | -4.4% | -4.0% | -0.3% | -9.0% |
| 3M | -26.2% | -17.4% | -8.9% | -35.0% |
| 6M | -99.3% | -25.4% | -73.9% | -99.2% |
| YTD | -99.5% | -10.5% | -89.0% | -99.3% |
| 1Y | -99.8% | +75.8% | -175.6% | -99.3% |
| 3Y | -100.0% | -28.5% | -71.5% | -100.0% |
| 5Y | -100.0% | -45.1% | -54.9% | -100.0% |
| All | -100.0% | -43.9% | -56.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling