-100.0%
SOXS vs ALLY
+188.1%
-288.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -3.2% |
| 7D | -16.6% | -1.9% | -14.6% | -18.8% |
| 30D | -4.4% | -4.5% | +0.1% | -9.7% |
| 3M | -26.2% | -2.8% | -23.4% | -25.9% |
| 6M | -99.3% | +10.3% | -109.6% | -98.9% |
| YTD | -99.5% | -5.7% | -93.8% | -99.4% |
| 1Y | -99.8% | +3.9% | -103.7% | -99.7% |
| 3Y | -100.0% | +64.7% | -164.7% | -99.9% |
| 5Y | -100.0% | -2.6% | -97.4% | -100.0% |
| All | -100.0% | +188.1% | -288.1% | -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