+226.8%
SOXX vs ALLE
+46.2%
+180.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.2% |
| 7D | +1.4% | -2.4% | +3.8% | +2.5% |
| 30D | -3.6% | -7.7% | +4.1% | -0.1% |
| 3M | -10.2% | +15.2% | -25.3% | -16.9% |
| 6M | +54.2% | +5.4% | +48.8% | +49.2% |
| YTD | +75.2% | -2.9% | +78.1% | +74.8% |
| 1Y | +107.5% | -12.8% | +120.3% | +120.0% |
| 3Y | +226.8% | +47.2% | +179.6% | +145.9% |
| All | +226.8% | +46.2% | +180.5% | +145.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling