+220.8%
SOXX vs ALLY
+64.5%
+156.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.6% | -3.1% |
| 7D | +3.0% | -3.3% | +6.3% | +4.5% |
| 30D | -3.1% | -4.1% | +0.9% | -1.5% |
| 3M | -4.4% | +1.4% | -5.8% | -5.1% |
| 6M | +52.9% | +14.4% | +38.5% | +43.0% |
| YTD | +72.0% | -4.9% | +76.9% | +74.2% |
| 1Y | +105.1% | +5.5% | +99.6% | +97.1% |
| All | +220.8% | +64.5% | +156.3% | +170.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling