-100.0%
SOXS vs ALB
+289.5%
-389.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -4.4% | -5.7% | -15.2% |
| 7D | -7.0% | -8.1% | +1.1% | -15.9% |
| 30D | +2.8% | +6.3% | -3.5% | +9.1% |
| 3M | -9.8% | -23.6% | +13.7% | -28.4% |
| 6M | -99.2% | -24.6% | -74.6% | -99.1% |
| YTD | -99.5% | -10.3% | -89.2% | -99.3% |
| 1Y | -99.8% | +61.5% | -161.2% | -99.3% |
| 3Y | -100.0% | -34.0% | -66.0% | -100.0% |
| 5Y | -100.0% | -44.6% | -55.4% | -100.0% |
| 10Y | -100.0% | +76.1% | -176.1% | -100.0% |
| All | -100.0% | +289.5% | -389.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling