-100.0%
SOXS vs ODFL
+3,771.2%
-3,871.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -6.0% |
| 7D | -16.6% | -3.0% | -13.6% | -20.4% |
| 30D | -4.4% | -14.3% | +9.9% | -23.3% |
| 3M | -26.2% | -26.7% | +0.5% | -52.9% |
| 6M | -99.3% | -7.5% | -91.8% | -98.8% |
| YTD | -99.5% | +16.5% | -116.1% | -98.9% |
| 1Y | -99.8% | +23.5% | -123.3% | -99.4% |
| 3Y | -100.0% | -12.1% | -87.9% | -100.0% |
| 5Y | -100.0% | +28.9% | -128.9% | -100.0% |
| 10Y | -100.0% | +746.5% | -846.5% | -100.0% |
| All | -100.0% | +3,771.2% | -3,871.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling