+244.8%
SOXX vs ALK
-31.3%
+276.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | +3.0% | -3.1% | +6.1% | +4.3% |
| 30D | -3.1% | -17.1% | +14.0% | +4.0% |
| 3M | -4.4% | -3.8% | -0.6% | -3.6% |
| 6M | +52.9% | -5.3% | +58.2% | +52.8% |
| YTD | +72.0% | -20.3% | +92.3% | +82.2% |
| 1Y | +105.1% | -36.0% | +141.1% | +135.4% |
| 3Y | +220.6% | +0.8% | +219.9% | +179.9% |
| 5Y | +244.8% | -28.5% | +273.3% | +243.0% |
| All | +244.8% | -31.3% | +276.1% | +243.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling