+107.5%
SOXX vs ALM
+247.3%
-139.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.5% | +8.4% | +3.1% |
| 7D | +1.4% | -11.8% | +13.2% | +3.6% |
| 30D | -3.6% | +7.8% | -11.4% | -5.4% |
| 3M | -10.2% | -9.3% | -0.9% | -9.9% |
| 6M | +54.2% | -30.5% | +84.7% | +56.8% |
| YTD | +75.2% | +75.8% | -0.6% | +66.8% |
| 1Y | +107.5% | +241.2% | -133.7% | +86.1% |
| All | +107.5% | +247.3% | -139.8% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling