-100.0%
SOXS vs ALLY
+190.4%
-290.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.8% | +7.3% | +9.1% |
| 7D | -9.4% | -3.3% | -6.2% | -13.4% |
| 30D | +6.2% | -4.1% | +10.2% | +0.7% |
| 3M | -28.0% | +1.4% | -29.4% | -24.2% |
| 6M | -99.2% | +14.4% | -113.6% | -98.8% |
| YTD | -99.5% | -4.9% | -94.6% | -99.4% |
| 1Y | -99.7% | +5.5% | -105.3% | -99.6% |
| 3Y | -100.0% | +66.0% | -166.0% | -99.9% |
| 5Y | -100.0% | -2.4% | -97.6% | -100.0% |
| All | -100.0% | +190.4% | -290.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALLY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling