+113.9%
SOXX vs DELL
+328.0%
-214.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.1% |
| 7D | +2.2% | +14.9% | -12.7% | -1.6% |
| 30D | -2.0% | +13.3% | -15.3% | -5.6% |
| 3M | -13.7% | +24.4% | -38.1% | -19.1% |
| 6M | +52.4% | +258.0% | -205.6% | +9.1% |
| YTD | +72.8% | +320.2% | -247.4% | +18.7% |
| 1Y | +113.9% | +319.1% | -205.2% | +53.2% |
| All | +113.9% | +328.0% | -214.1% | +53.2% |
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