-100.0%
SOXS vs DAL
+668.1%
-768.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.2% | +6.1% | -4.6% |
| 7D | -43.7% | +1.4% | -45.1% | -42.0% |
| 30D | +22.2% | +9.1% | +13.1% | +38.0% |
| 3M | +13.0% | -3.5% | +16.5% | +15.2% |
| 6M | -47.7% | +23.4% | -71.1% | -25.9% |
| YTD | -92.5% | +26.0% | -118.5% | -88.1% |
| 1Y | -93.1% | +44.6% | -137.8% | -87.2% |
| 3Y | -99.7% | +162.7% | -262.4% | -98.4% |
| 5Y | -99.9% | +113.0% | -212.9% | -99.5% |
| 10Y | -100.0% | +109.8% | -209.8% | -100.0% |
| All | -100.0% | +668.1% | -768.1% | -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