-100.0%
SOXS vs ALM
+7,705.7%
-7,805.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.5% | -8.7% | -10.2% |
| 7D | -7.0% | -2.6% | -4.4% | -7.0% |
| 30D | +2.8% | +32.0% | -29.2% | +3.2% |
| 3M | -9.8% | -15.0% | +5.2% | -9.6% |
| 6M | -99.2% | -10.1% | -89.1% | -99.2% |
| YTD | -99.5% | +99.4% | -198.9% | -99.5% |
| 1Y | -99.8% | +316.4% | -416.1% | -99.8% |
| 3Y | -100.0% | +2,022.0% | -2,122.0% | -100.0% |
| 5Y | -100.0% | +941.2% | -1,041.2% | -100.0% |
| 10Y | -100.0% | +2,950.3% | -3,050.3% | -100.0% |
| All | -100.0% | +7,705.7% | -7,805.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling