-100.0%
SOXS vs ALLY
+182.4%
-282.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +1.6% | -19.7% | -16.1% |
| 7D | -22.3% | -2.8% | -19.5% | -24.3% |
| 30D | +21.9% | +1.9% | +20.0% | +25.8% |
| 3M | +4.2% | -12.1% | +16.3% | -11.1% |
| 6M | -43.4% | -9.0% | -34.4% | -47.7% |
| YTD | -92.5% | -12.9% | -79.6% | -93.2% |
| 1Y | -93.5% | -0.1% | -93.4% | -92.7% |
| 3Y | -99.7% | +64.6% | -164.3% | -99.1% |
| 5Y | -99.9% | -10.1% | -89.9% | -99.8% |
| 10Y | -100.0% | +176.7% | -276.7% | -100.0% |
| All | -100.0% | +182.4% | -282.4% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling