+113.9%
SOXX vs ALNY
-40.8%
+154.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.6% |
| 7D | +2.2% | +12.2% | -10.0% | +3.2% |
| 30D | -2.0% | +16.3% | -18.4% | -0.8% |
| 3M | -13.7% | -12.4% | -1.3% | -13.1% |
| 6M | +52.4% | -18.7% | +71.1% | +55.4% |
| YTD | +72.8% | -33.1% | +105.9% | +81.9% |
| 1Y | +113.9% | -41.3% | +155.2% | +133.1% |
| All | +113.9% | -40.8% | +154.7% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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