-37.7%
SOXS vs ALB
-54.3%
+16.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -1.4% | +12.5% | +9.5% |
| 7D | -28.4% | -5.8% | -22.7% | -32.5% |
| 30D | +19.4% | -4.5% | +24.0% | +13.8% |
| 3M | +28.2% | -28.1% | +56.2% | -12.3% |
| 6M | -37.7% | -53.2% | +15.5% | -81.1% |
| All | -37.7% | -54.3% | +16.6% | -81.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling