-100.0%
SOXS vs ALC
+30.4%
-130.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +3.2% | +7.9% | +15.6% |
| 7D | -28.4% | -1.1% | -27.3% | -30.3% |
| 30D | +19.4% | +16.0% | +3.4% | +41.9% |
| 3M | +28.2% | +0.8% | +27.3% | +19.8% |
| 6M | -37.7% | +16.8% | -54.5% | -30.6% |
| YTD | -91.6% | -5.5% | -86.1% | -93.6% |
| 1Y | -93.1% | -5.3% | -87.8% | -94.7% |
| 3Y | -99.7% | +4.1% | -103.8% | -99.6% |
| 5Y | -99.9% | -7.1% | -92.9% | -99.9% |
| All | -100.0% | +30.4% | -130.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling