-100.0%
SOXS vs ALK
+363.1%
-463.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | 0.0% |
| 7D | +3.2% | +12.9% | -9.7% | +20.0% |
| 30D | +61.0% | +5.5% | +55.4% | +73.3% |
| 3M | +24.0% | -12.1% | +36.1% | +12.2% |
| 6M | -35.9% | +1.7% | -37.6% | -24.7% |
| YTD | -90.9% | -17.4% | -73.5% | -90.1% |
| 1Y | -91.5% | -1.9% | -89.6% | -88.6% |
| 3Y | -99.7% | +21.2% | -120.9% | -99.1% |
| 5Y | -99.9% | -27.8% | -72.1% | -99.8% |
| 10Y | -100.0% | -41.0% | -59.0% | -100.0% |
| All | -100.0% | +363.1% | -463.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling