-99.8%
SOXS vs ALM
+247.3%
-347.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -6.5% | +1.0% | -9.6% |
| 7D | -4.7% | -11.8% | +7.1% | -11.2% |
| 30D | +7.7% | +7.8% | -0.1% | +15.1% |
| 3M | -10.2% | -9.3% | -0.9% | -2.1% |
| 6M | -99.2% | -30.5% | -68.7% | -98.7% |
| YTD | -99.5% | +75.8% | -175.3% | -99.1% |
| 1Y | -99.8% | +241.2% | -340.9% | -99.4% |
| All | -99.8% | +247.3% | -347.1% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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