+28.2%
SOXS vs ALC
+0.3%
+27.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +3.2% | +7.9% | +3.8% |
| 7D | -28.4% | -1.1% | -27.3% | -26.2% |
| 30D | +19.4% | +16.0% | +3.4% | -13.2% |
| 3M | +28.2% | +0.8% | +27.3% | +33.6% |
| All | +28.2% | +0.3% | +27.8% | +33.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling