+2,445.4%
SOXX vs ALLY
+115.1%
+2,330.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.7% | +1.1% |
| 7D | +6.1% | -1.9% | +8.0% | +6.9% |
| 30D | +0.5% | -4.5% | +5.0% | +2.3% |
| 3M | -5.3% | -2.8% | -2.5% | -4.2% |
| 6M | +58.3% | +10.3% | +48.0% | +51.2% |
| YTD | +76.8% | -5.7% | +82.5% | +79.6% |
| 1Y | +114.6% | +3.9% | +110.7% | +108.6% |
| 3Y | +229.6% | +64.7% | +164.9% | +159.2% |
| 5Y | +257.3% | -2.6% | +259.9% | +234.8% |
| 10Y | +1,583.2% | +186.0% | +1,397.3% | +874.9% |
| All | +2,445.4% | +115.1% | +2,330.3% | +1,494.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling