-100.0%
SOXS vs ALHC
-27.5%
-72.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -2.7% |
| 7D | -16.6% | -4.1% | -12.5% | -17.4% |
| 30D | -4.4% | -5.4% | +1.1% | -5.6% |
| 3M | -26.2% | -32.1% | +5.9% | -32.0% |
| 6M | -99.3% | -28.5% | -70.8% | -99.4% |
| YTD | -99.5% | -34.0% | -65.5% | -99.6% |
| 1Y | -99.8% | -20.9% | -78.8% | -99.8% |
| 3Y | -100.0% | +151.5% | -251.5% | -100.0% |
| 5Y | -100.0% | -28.8% | -71.2% | -100.0% |
| All | -100.0% | -27.5% | -72.5% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling