+226.8%
SOXX vs ALK
+3.1%
+223.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +0.9% |
| 3M | -10.2% | -11.8% | +1.6% | -6.8% |
| 6M | +54.2% | -0.4% | +54.6% | +51.8% |
| YTD | +75.2% | -18.2% | +93.4% | +82.1% |
| 1Y | +107.5% | -35.5% | +143.1% | +131.4% |
| 3Y | +226.8% | +1.8% | +225.0% | +195.8% |
| All | +226.8% | +3.1% | +223.7% | +195.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling