-93.1%
SOXS vs ALK
-10.2%
-82.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -1.5% | +12.5% | +9.6% |
| 7D | -28.4% | -1.2% | -27.2% | -27.9% |
| 30D | +19.4% | +7.7% | +11.7% | +28.6% |
| 3M | +28.2% | -19.0% | +47.1% | +4.7% |
| 6M | -37.7% | -0.2% | -37.5% | -28.9% |
| YTD | -91.6% | -23.5% | -68.1% | -91.0% |
| 1Y | -93.1% | -9.1% | -84.0% | -90.5% |
| All | -93.1% | -10.2% | -82.8% | -90.5% |
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