-100.0%
SOXS vs ALM
+2,150.5%
-2,250.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -3.2% |
| 7D | -16.6% | +3.6% | -20.2% | -15.5% |
| 30D | -4.4% | +33.8% | -38.2% | +6.1% |
| 3M | -26.2% | +14.8% | -41.0% | -15.8% |
| 6M | -99.3% | -7.0% | -92.3% | -99.0% |
| YTD | -99.5% | +108.1% | -207.6% | -99.3% |
| 1Y | -99.8% | +313.8% | -413.5% | -99.6% |
| All | -100.0% | +2,150.5% | -2,250.4% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling