+52.5%
SOXX vs ALAB
+23.1%
+29.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.4% | +1.3% | -1.6% |
| 7D | -13.7% | -24.9% | +11.2% | -5.0% |
| 30D | -23.6% | -38.4% | +14.8% | -10.6% |
| 3M | -16.9% | -38.3% | +21.4% | -4.0% |
| 6M | -2.4% | +10.9% | -13.4% | -1.9% |
| YTD | +49.8% | +34.2% | +15.6% | +38.3% |
| 1Y | +52.5% | +24.5% | +28.0% | +41.7% |
| All | +52.5% | +23.1% | +29.4% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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