-99.9%
SOXS vs ALLE
+55.0%
-154.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +2.8% | -25.0% | -17.8% |
| 7D | -5.1% | -0.6% | -4.4% | -4.2% |
| 30D | +60.4% | +26.6% | +33.8% | +131.9% |
| 3M | +32.7% | +13.2% | +19.5% | +57.0% |
| 6M | -36.2% | +42.9% | -79.0% | +16.1% |
| YTD | -90.9% | +21.0% | -111.9% | -87.5% |
| 1Y | -92.2% | +15.2% | -107.3% | -90.2% |
| 3Y | -99.7% | +95.6% | -195.3% | -98.4% |
| 5Y | -99.9% | +53.4% | -153.3% | -99.5% |
| All | -99.9% | +55.0% | -154.9% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling