+220.8%
SOXX vs ALC
-18.5%
+239.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -2.0% |
| 7D | +3.0% | -7.7% | +10.7% | +5.2% |
| 30D | -3.1% | -11.7% | +8.5% | 0.0% |
| 3M | -4.4% | +0.7% | -5.1% | -5.5% |
| 6M | +52.9% | -17.1% | +70.0% | +61.9% |
| YTD | +72.0% | -15.1% | +87.1% | +80.0% |
| 1Y | +105.1% | -14.1% | +119.2% | +112.9% |
| All | +220.8% | -18.5% | +239.3% | +245.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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