+2,557.3%
SOXX vs ALK
+507.1%
+2,050.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +2.7% |
| 7D | +5.6% | +0.1% | +5.5% | +5.5% |
| 30D | -2.7% | -18.5% | +15.7% | +3.7% |
| 3M | -7.5% | -3.6% | -3.9% | -7.0% |
| 6M | +63.5% | -3.7% | +67.2% | +63.0% |
| YTD | +75.7% | -19.0% | +94.7% | +84.0% |
| 1Y | +113.3% | -36.0% | +149.4% | +139.5% |
| 3Y | +227.4% | +2.3% | +225.1% | +202.1% |
| 5Y | +256.2% | -27.8% | +283.9% | +263.1% |
| 10Y | +1,512.5% | -39.0% | +1,551.4% | +1,444.3% |
| All | +2,557.3% | +507.1% | +2,050.2% | +707.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling