-99.7%
SOXS vs ALM
+909.2%
-1,008.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +7.7% | +3.3% | +14.0% |
| 7D | -28.4% | +1.2% | -29.7% | -27.5% |
| 30D | +19.4% | -19.3% | +38.8% | +14.5% |
| 3M | +28.2% | -40.6% | +68.8% | +14.5% |
| 6M | -37.7% | -57.9% | +20.2% | -43.6% |
| YTD | -91.6% | -6.7% | -84.9% | -90.8% |
| 1Y | -93.1% | +20.2% | -113.2% | -91.9% |
| 3Y | -99.7% | +879.4% | -979.2% | -99.5% |
| All | -99.7% | +909.2% | -1,008.9% | -99.5% |
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