-100.0%
SOXS vs ALLY
+95.5%
-195.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | -2.4% |
| 7D | +3.2% | -0.7% | +3.9% | +2.5% |
| 30D | +61.0% | +1.1% | +59.8% | +63.7% |
| 3M | +24.0% | -13.2% | +37.2% | +4.0% |
| 6M | -35.9% | -13.5% | -22.5% | -44.7% |
| YTD | -90.9% | -14.3% | -76.6% | -91.8% |
| 1Y | -91.5% | -1.1% | -90.3% | -90.7% |
| 3Y | -99.7% | +62.0% | -161.7% | -99.0% |
| 5Y | -99.9% | -9.6% | -90.3% | -99.8% |
| 10Y | -100.0% | +176.0% | -276.0% | -100.0% |
| All | -100.0% | +95.5% | -195.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling