-100.0%
SOXS vs ALLE
+146.0%
-246.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -6.9% |
| 7D | -16.6% | -2.2% | -14.4% | -19.8% |
| 30D | -4.4% | -8.3% | +4.0% | -18.2% |
| 3M | -26.2% | +16.3% | -42.5% | -2.0% |
| 6M | -99.3% | +1.8% | -101.1% | -99.0% |
| YTD | -99.5% | -3.9% | -95.6% | -99.4% |
| 1Y | -99.8% | -10.0% | -89.8% | -99.8% |
| 3Y | -100.0% | +45.8% | -145.8% | -99.9% |
| 5Y | -100.0% | +13.3% | -113.3% | -100.0% |
| 10Y | -100.0% | +155.3% | -255.3% | -100.0% |
| All | -100.0% | +146.0% | -246.0% | -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