-93.1%
SOXS vs ALLY
-0.9%
-92.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.1% |
| 7D | -43.7% | -2.1% | -41.6% | -44.8% |
| 30D | +22.2% | +2.0% | +20.2% | +25.6% |
| 3M | +13.0% | -13.3% | +26.3% | -4.9% |
| 6M | -47.7% | -9.9% | -37.8% | -51.7% |
| YTD | -92.5% | -13.5% | -78.9% | -93.2% |
| 1Y | -93.1% | -2.8% | -90.3% | -92.1% |
| All | -93.1% | -0.9% | -92.2% | -92.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling