-100.0%
SOXS vs ALLY
-0.2%
-99.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.3% | -1.6% | -9.5% |
| 7D | -15.6% | +1.0% | -16.6% | -14.5% |
| 30D | +4.8% | -3.3% | +8.0% | 0.0% |
| 3M | -21.6% | +0.5% | -22.1% | -17.7% |
| 6M | -99.3% | +12.6% | -111.9% | -99.0% |
| YTD | -99.5% | -4.7% | -94.8% | -99.4% |
| 1Y | -99.8% | +5.2% | -105.0% | -99.7% |
| 3Y | -100.0% | +66.5% | -166.5% | -99.9% |
| 5Y | -100.0% | +0.2% | -100.2% | -100.0% |
| All | -100.0% | -0.2% | -99.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling