+52.5%
SOXX vs ALB
+4.7%
+47.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.3% | -8.4% | -4.6% |
| 7D | -13.7% | -2.1% | -11.7% | -13.2% |
| 30D | -23.6% | -9.0% | -14.6% | -21.7% |
| 3M | -16.9% | -21.1% | +4.3% | -12.3% |
| 6M | -2.4% | -49.9% | +47.5% | +14.4% |
| YTD | +49.8% | -32.3% | +82.1% | +60.7% |
| 1Y | +52.5% | +8.6% | +43.9% | +48.9% |
| All | +52.5% | +4.7% | +47.8% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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