-100.0%
SOXS vs DAL
+98.4%
-198.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -7.0% |
| 7D | -15.6% | +3.4% | -19.0% | -11.4% |
| 30D | +4.8% | -13.6% | +18.3% | -13.9% |
| 3M | -21.6% | +1.2% | -22.8% | -14.0% |
| 6M | -99.3% | +34.5% | -133.8% | -97.7% |
| YTD | -99.5% | +14.7% | -114.2% | -98.6% |
| 1Y | -99.8% | +29.2% | -129.0% | -99.2% |
| 3Y | -100.0% | +100.0% | -200.0% | -99.7% |
| All | -100.0% | +98.4% | -198.4% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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