+144.8%
SOXX vs ALAB
+471.8%
-327.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.4% | -0.4% |
| 7D | +6.1% | +9.6% | -3.5% | +3.4% |
| 30D | +0.5% | -5.3% | +5.8% | +1.6% |
| 3M | -5.3% | -12.0% | +6.7% | -3.0% |
| 6M | +58.3% | +145.7% | -87.4% | +27.9% |
| YTD | +76.8% | +80.7% | -3.8% | +49.4% |
| 1Y | +114.6% | +40.1% | +74.5% | +87.6% |
| All | +144.8% | +471.8% | -327.0% | +45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling