-100.0%
SOXS vs DAL
+609.4%
-709.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.8% | -12.0% | -8.3% |
| 7D | -7.0% | +0.1% | -7.1% | -6.6% |
| 30D | +2.8% | -13.9% | +16.7% | -11.4% |
| 3M | -9.8% | +1.1% | -10.9% | -3.0% |
| 6M | -99.2% | +26.2% | -125.4% | -97.9% |
| YTD | -99.5% | +16.4% | -115.9% | -98.8% |
| 1Y | -99.8% | +33.9% | -133.6% | -99.3% |
| 3Y | -100.0% | +93.4% | -193.4% | -99.9% |
| 5Y | -100.0% | +106.4% | -206.3% | -100.0% |
| 10Y | -100.0% | +143.0% | -243.0% | -100.0% |
| All | -100.0% | +609.4% | -709.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling