-99.7%
SOXS vs ALHC
+22.7%
-122.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -1.9% | +12.9% | +10.9% |
| 7D | -28.4% | +0.3% | -28.7% | -28.4% |
| 30D | +19.4% | -10.6% | +30.0% | +18.9% |
| 3M | +28.2% | -45.3% | +73.5% | +25.2% |
| 6M | -37.7% | -59.7% | +22.0% | -40.1% |
| YTD | -91.6% | -62.7% | -28.9% | -91.9% |
| 1Y | -93.1% | -56.1% | -37.0% | -93.2% |
| 3Y | -99.7% | +21.3% | -121.0% | -99.6% |
| All | -99.7% | +22.7% | -122.4% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 3y: compounded portfolio wealth divided by compounded ALHC 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…
3y analysis · Full analysis span regression · 6 months rolling