+220.8%
SOXX vs ALM
+1,934.4%
-1,713.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.6% | +6.9% | -1.8% |
| 7D | +3.0% | -7.1% | +10.2% | +3.7% |
| 30D | -3.1% | +24.7% | -27.8% | -5.4% |
| 3M | -4.4% | +8.3% | -12.7% | -5.6% |
| 6M | +52.9% | -22.2% | +75.1% | +53.4% |
| YTD | +72.0% | +88.1% | -16.1% | +65.4% |
| 1Y | +105.1% | +272.4% | -167.3% | +90.7% |
| All | +220.8% | +1,934.4% | -1,713.6% | +183.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling