+2,551.1%
SOXX vs ALLE
+258.4%
+2,292.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +2.0% |
| 7D | +5.6% | +2.8% | +2.8% | +3.9% |
| 30D | -2.7% | -7.6% | +4.9% | +1.8% |
| 3M | -7.5% | +22.8% | -30.3% | -19.0% |
| 6M | +63.5% | +4.6% | +58.9% | +57.2% |
| YTD | +75.7% | -1.2% | +76.9% | +73.3% |
| 1Y | +113.3% | -9.1% | +122.5% | +120.8% |
| 3Y | +227.4% | +50.0% | +177.4% | +144.7% |
| 5Y | +256.2% | +15.2% | +240.9% | +207.4% |
| 10Y | +1,512.5% | +151.1% | +1,361.4% | +768.1% |
| All | +2,551.1% | +258.4% | +2,292.7% | +1,124.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling