+103.7%
SOXX vs ALLE
-11.2%
+114.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | +3.0% | -2.8% | +5.8% | +3.7% |
| 30D | -3.1% | -10.2% | +7.1% | -0.6% |
| 3M | -4.4% | +17.4% | -21.8% | -9.5% |
| 6M | +52.9% | +3.3% | +49.5% | +50.4% |
| YTD | +72.0% | -4.2% | +76.2% | +69.7% |
| All | +103.7% | -11.2% | +114.9% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling