-91.6%
SOXS vs ALLE
+18.6%
-110.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.8% | +7.0% | +9.1% |
| 7D | +46.7% | +6.7% | +40.0% | +48.8% |
| 30D | +97.0% | +25.4% | +71.6% | +110.9% |
| 3M | +39.5% | +16.9% | +22.6% | +42.4% |
| 6M | -54.9% | +46.6% | -101.5% | -43.1% |
| YTD | -90.4% | +22.4% | -112.8% | -88.7% |
| 1Y | -91.6% | +17.7% | -109.4% | -90.8% |
| All | -91.6% | +18.6% | -110.2% | -90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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