-100.0%
SOXS vs DELL
+4,530.0%
-4,630.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +12.0% | -17.5% | +9.4% |
| 7D | -4.7% | +8.2% | -13.0% | +6.3% |
| 30D | +7.7% | +17.1% | -9.4% | +35.3% |
| 3M | -10.2% | +45.2% | -55.3% | +75.1% |
| 6M | -99.2% | +286.8% | -386.0% | -88.6% |
| YTD | -99.5% | +354.8% | -454.3% | -91.2% |
| 1Y | -99.8% | +358.3% | -458.0% | -95.1% |
| 3Y | -100.0% | +724.9% | -824.9% | -97.9% |
| 5Y | -100.0% | +1,193.7% | -1,293.7% | -98.6% |
| All | -100.0% | +4,530.0% | -4,630.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DELL.
Daily Out/Under-Performance
Portfolio return minus DELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DELL 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 10y: compounded portfolio wealth divided by compounded DELL 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…
10y analysis · Full analysis span regression · 6 months rolling