-37.7%
SOXS vs ALHC
-60.0%
+22.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -1.9% | +12.9% | +11.0% |
| 7D | -28.4% | +0.3% | -28.7% | -28.4% |
| 30D | +19.4% | -10.6% | +30.0% | +19.3% |
| 3M | +28.2% | -45.3% | +73.5% | +32.8% |
| 6M | -37.7% | -59.7% | +22.0% | -38.2% |
| All | -37.7% | -60.0% | +22.3% | -38.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling