-100.0%
SOXS vs ALLE
+217.2%
-317.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | -0.6% |
| 7D | +3.2% | +0.1% | +3.1% | +5.6% |
| 30D | +61.0% | +25.9% | +35.1% | +135.2% |
| 3M | +24.0% | +14.9% | +9.1% | +52.9% |
| 6M | -35.9% | +42.1% | -78.0% | +17.5% |
| YTD | -90.9% | +20.4% | -111.3% | -87.3% |
| 1Y | -91.5% | +14.9% | -106.3% | -89.1% |
| 3Y | -99.7% | +90.1% | -189.8% | -98.5% |
| 5Y | -99.9% | +53.0% | -152.9% | -99.6% |
| 10Y | -100.0% | +208.8% | -308.8% | -100.0% |
| All | -100.0% | +217.2% | -317.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling