-100.0%
SOXS vs ODFL
+25.4%
-125.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.1% | -6.2% |
| 7D | -4.7% | -3.3% | -1.5% | -9.1% |
| 30D | +7.7% | -15.3% | +23.0% | -13.7% |
| 3M | -10.2% | -27.3% | +17.2% | -42.9% |
| 6M | -99.2% | -4.5% | -94.7% | -98.6% |
| YTD | -99.5% | +15.1% | -114.7% | -98.9% |
| 1Y | -99.8% | +21.1% | -120.8% | -99.4% |
| 3Y | -100.0% | -14.1% | -85.9% | -100.0% |
| All | -100.0% | +25.4% | -125.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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