-100.0%
SOXS vs ALHC
-28.9%
-71.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | 0.0% | -10.2% | -10.2% |
| 7D | -7.0% | -0.6% | -6.4% | -7.1% |
| 30D | +2.8% | -1.0% | +3.8% | +2.9% |
| 3M | -9.8% | -10.2% | +0.3% | -10.7% |
| 6M | -99.2% | -28.3% | -70.9% | -99.3% |
| YTD | -99.5% | -31.4% | -68.1% | -99.6% |
| 1Y | -99.8% | -16.9% | -82.8% | -99.8% |
| 3Y | -100.0% | +135.5% | -235.5% | -100.0% |
| 5Y | -100.0% | -33.6% | -66.4% | -100.0% |
| All | -100.0% | -28.9% | -71.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling