-99.9%
SOXS vs ALHC
-66.2%
-33.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -1.9% | +12.9% | +10.6% |
| 7D | -28.4% | +0.3% | -28.7% | -28.4% |
| 30D | +19.4% | -10.6% | +30.0% | +17.6% |
| 3M | +28.2% | -45.3% | +73.5% | +12.6% |
| 6M | -37.7% | -59.7% | +22.0% | -48.6% |
| YTD | -91.6% | -62.7% | -28.9% | -93.1% |
| 1Y | -93.1% | -56.1% | -37.0% | -94.0% |
| 3Y | -99.7% | +21.3% | -121.0% | -99.6% |
| All | -99.9% | -66.2% | -33.7% | -99.9% |
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