-100.0%
SOXS vs ALLY
+98.8%
-198.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.8% | +10.3% | +12.1% |
| 7D | -28.4% | +0.4% | -28.8% | -27.6% |
| 30D | +19.4% | +5.2% | +14.2% | +27.7% |
| 3M | +28.2% | -13.3% | +41.5% | +7.5% |
| 6M | -37.7% | -6.7% | -31.1% | -40.4% |
| YTD | -91.6% | -12.8% | -78.8% | -92.3% |
| 1Y | -93.1% | +0.7% | -93.8% | -92.2% |
| 3Y | -99.7% | +65.2% | -164.9% | -99.0% |
| 5Y | -99.9% | -10.1% | -89.8% | -99.8% |
| 10Y | -100.0% | +177.0% | -277.0% | -100.0% |
| All | -100.0% | +98.8% | -198.8% | -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 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