-100.0%
SOXS vs ALLE
+49.7%
-149.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -5.8% |
| 7D | -15.6% | +2.8% | -18.4% | -12.2% |
| 30D | +4.8% | -7.6% | +12.4% | -6.0% |
| 3M | -21.6% | +22.8% | -44.4% | +8.3% |
| 6M | -99.3% | +4.6% | -103.9% | -99.1% |
| YTD | -99.5% | -1.2% | -98.3% | -99.4% |
| 1Y | -99.8% | -9.1% | -90.6% | -99.7% |
| 3Y | -100.0% | +50.0% | -150.0% | -99.9% |
| All | -100.0% | +49.7% | -149.7% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling