-99.8%
SOXS vs ALK
-36.6%
-63.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -3.0% |
| 7D | -16.6% | -3.0% | -13.6% | -19.4% |
| 30D | -4.4% | -14.6% | +10.2% | -20.3% |
| 3M | -26.2% | -10.6% | -15.7% | -28.2% |
| 6M | -99.3% | -6.7% | -92.6% | -98.1% |
| YTD | -99.5% | -19.8% | -79.8% | -98.9% |
| 1Y | -99.8% | -35.2% | -64.6% | -99.3% |
| All | -99.8% | -36.6% | -63.2% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling