-100.0%
SOXS vs ALLE
+340.4%
-440.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +0.8% | -19.0% | -16.7% |
| 7D | -22.3% | -0.8% | -21.5% | -21.3% |
| 30D | +21.9% | +27.4% | -5.5% | +81.0% |
| 3M | +4.2% | +13.8% | -9.6% | +26.5% |
| 6M | -43.4% | +45.5% | -88.9% | +7.8% |
| YTD | -92.5% | +21.4% | -113.9% | -89.4% |
| 1Y | -93.5% | +15.4% | -108.8% | -91.5% |
| 3Y | -99.7% | +91.7% | -191.4% | -98.8% |
| 5Y | -99.9% | +54.5% | -154.5% | -99.7% |
| 10Y | -100.0% | +210.5% | -310.5% | -100.0% |
| All | -100.0% | +340.4% | -440.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling