-91.6%
SOXS vs ALC
+4.2%
-95.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.8% | +1.9% | +3.8% |
| 7D | +46.7% | +10.7% | +35.9% | +37.3% |
| 30D | +97.0% | +20.2% | +76.8% | +77.2% |
| 3M | +39.5% | +8.9% | +30.6% | +31.5% |
| 6M | -54.9% | +5.7% | -60.7% | -60.0% |
| YTD | -90.4% | -1.4% | -89.0% | -91.9% |
| 1Y | -91.6% | +4.7% | -96.4% | -92.6% |
| All | -91.6% | +4.2% | -95.8% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling