-99.8%
SOXS vs DELL
+359.9%
-459.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +12.0% | -17.5% | +3.8% |
| 7D | -4.7% | +8.2% | -13.0% | +2.3% |
| 30D | +7.7% | +17.1% | -9.4% | +25.2% |
| 3M | -10.2% | +45.2% | -55.3% | +39.3% |
| 6M | -99.2% | +286.8% | -386.0% | -95.7% |
| YTD | -99.5% | +354.8% | -454.3% | -97.0% |
| 1Y | -99.8% | +358.3% | -458.0% | -98.6% |
| All | -99.8% | +359.9% | -459.7% | -98.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling