-91.6%
SOXS vs ALNY
-62.5%
-29.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.7% | +8.0% | +8.7% |
| 7D | +46.7% | -30.7% | +77.3% | +52.8% |
| 30D | +97.0% | -26.7% | +123.7% | +102.1% |
| 3M | +39.5% | -26.4% | +66.0% | +41.4% |
| 6M | -54.9% | -45.9% | -9.0% | -51.2% |
| YTD | -90.4% | -59.5% | -30.9% | -90.9% |
| 1Y | -91.6% | -62.0% | -29.7% | -91.9% |
| All | -91.6% | -62.5% | -29.1% | -91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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