+1,537.1%
SOXX vs ALK
-35.7%
+1,572.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.8% | +1.0% |
| 7D | +1.4% | -2.1% | +3.5% | +2.1% |
| 30D | -3.6% | -13.1% | +9.5% | +1.0% |
| 3M | -10.2% | -11.8% | +1.6% | -6.7% |
| 6M | +54.2% | -0.4% | +54.6% | +51.9% |
| YTD | +75.2% | -18.2% | +93.4% | +83.0% |
| 1Y | +107.5% | -35.5% | +143.1% | +133.2% |
| 3Y | +226.8% | +1.8% | +225.0% | +199.3% |
| 5Y | +251.2% | -26.6% | +277.8% | +253.2% |
| All | +1,537.1% | -35.7% | +1,572.8% | +1,515.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling