-100.0%
SOXS vs ALB
+189.4%
-289.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -1.4% | +12.5% | +9.5% |
| 7D | -28.4% | -5.8% | -22.7% | -32.7% |
| 30D | +19.4% | -4.5% | +24.0% | +14.5% |
| 3M | +28.2% | -28.1% | +56.2% | -9.8% |
| 6M | -37.7% | -53.2% | +15.5% | -70.1% |
| YTD | -91.6% | -33.3% | -58.3% | -93.4% |
| 1Y | -93.1% | -17.4% | -75.6% | -92.8% |
| 3Y | -99.7% | -14.1% | -85.6% | -99.4% |
| 5Y | -99.9% | -64.0% | -35.9% | -99.9% |
| 10Y | -100.0% | +32.8% | -132.8% | -100.0% |
| All | -100.0% | +189.4% | -289.4% | -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