-99.7%
SOXS vs ALC
-15.7%
-84.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.7% | +10.8% | +8.7% |
| 7D | -9.4% | -7.7% | -1.7% | -7.7% |
| 30D | +6.2% | -11.7% | +17.8% | +9.2% |
| 3M | -28.0% | +0.7% | -28.7% | -26.6% |
| 6M | -99.2% | -17.1% | -82.1% | -99.3% |
| YTD | -99.5% | -15.1% | -84.3% | -99.5% |
| 1Y | -99.7% | -14.1% | -85.6% | -99.8% |
| All | -99.7% | -15.7% | -84.1% | -99.8% |
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