-99.9%
SOXS vs DAL
+116.7%
-216.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -1.0% | -17.2% | -19.5% |
| 7D | -22.3% | +2.3% | -24.6% | -16.5% |
| 30D | +21.9% | +14.3% | +7.5% | +53.6% |
| 3M | +4.2% | +1.3% | +2.9% | +13.6% |
| 6M | -43.4% | +29.3% | -72.7% | -3.7% |
| YTD | -92.5% | +33.0% | -125.5% | -85.3% |
| 1Y | -93.5% | +59.8% | -153.3% | -82.7% |
| 3Y | -99.7% | +177.2% | -276.9% | -96.5% |
| 5Y | -99.9% | +118.4% | -218.3% | -98.8% |
| All | -99.9% | +116.7% | -216.6% | -98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling