+220.8%
SOXX vs ALB
-31.4%
+252.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.3% | -1.9% |
| 7D | +3.0% | -7.6% | +10.6% | +5.2% |
| 30D | -3.1% | -5.6% | +2.5% | -2.0% |
| 3M | -4.4% | -16.8% | +12.4% | 0.0% |
| 6M | +52.9% | -26.3% | +79.2% | +63.5% |
| YTD | +72.0% | -13.2% | +85.2% | +74.6% |
| 1Y | +105.1% | +68.8% | +36.3% | +71.1% |
| All | +220.8% | -31.4% | +252.2% | +208.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling