+1,537.1%
SOXX vs ALLY
+189.7%
+1,347.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +1.4% | -3.8% | +5.2% | +3.0% |
| 30D | -3.6% | -4.9% | +1.4% | -1.6% |
| 3M | -10.2% | -2.6% | -7.6% | -9.3% |
| 6M | +54.2% | +15.7% | +38.5% | +44.3% |
| YTD | +75.2% | -5.2% | +80.4% | +77.5% |
| 1Y | +107.5% | +2.8% | +104.7% | +102.5% |
| 3Y | +226.8% | +63.4% | +163.3% | +157.2% |
| 5Y | +251.2% | -2.6% | +253.8% | +228.6% |
| All | +1,537.1% | +189.7% | +1,347.4% | +981.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling