-91.5%
SOXS vs ALLE
+14.8%
-106.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.2% |
| 7D | +3.2% | +0.1% | +3.1% | +3.7% |
| 30D | +61.0% | +25.9% | +35.1% | +75.2% |
| 3M | +24.0% | +14.9% | +9.1% | +26.6% |
| 6M | -35.9% | +42.1% | -78.0% | -20.2% |
| YTD | -90.9% | +20.4% | -111.3% | -89.2% |
| 1Y | -91.5% | +14.9% | -106.3% | -90.7% |
| All | -91.5% | +14.8% | -106.3% | -90.7% |
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