-100.0%
SOXS vs ALM
+856.4%
-956.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -9.6% | +17.7% | +5.3% |
| 7D | -9.4% | -7.1% | -2.3% | -10.9% |
| 30D | +6.2% | +24.7% | -18.5% | +14.8% |
| 3M | -28.0% | +8.3% | -36.3% | -20.1% |
| 6M | -99.2% | -22.2% | -77.0% | -98.9% |
| YTD | -99.5% | +88.1% | -187.6% | -99.2% |
| 1Y | -99.7% | +272.4% | -372.1% | -99.6% |
| 3Y | -100.0% | +2,004.1% | -2,104.1% | -100.0% |
| 5Y | -100.0% | +915.8% | -1,015.8% | -100.0% |
| All | -100.0% | +856.4% | -956.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling