+2,575.4%
SOXX vs ALB
+1,644.2%
+931.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +1.9% |
| 7D | +6.1% | -8.6% | +14.7% | +9.9% |
| 30D | +0.5% | -4.0% | +4.5% | +1.6% |
| 3M | -5.3% | -17.4% | +12.1% | +1.7% |
| 6M | +58.3% | -25.4% | +83.7% | +74.4% |
| YTD | +76.8% | -10.5% | +87.4% | +77.7% |
| 1Y | +114.6% | +75.8% | +38.8% | +57.7% |
| 3Y | +229.6% | -28.5% | +258.2% | +215.5% |
| 5Y | +257.3% | -45.1% | +302.4% | +260.7% |
| 10Y | +1,583.2% | +87.3% | +1,495.9% | +694.7% |
| All | +2,575.4% | +1,644.2% | +931.1% | +130.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling