+52.5%
SOXX vs DELL
+142.0%
-89.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -8.8% | +5.7% | -0.7% |
| 7D | -13.7% | -24.6% | +10.9% | -6.9% |
| 30D | -23.6% | -32.5% | +8.9% | -15.4% |
| 3M | -16.9% | -20.2% | +3.3% | -12.3% |
| 6M | -2.4% | +76.5% | -78.9% | -15.4% |
| YTD | +49.8% | +198.9% | -149.1% | +17.1% |
| 1Y | +52.5% | +143.3% | -90.8% | +29.3% |
| All | +52.5% | +142.0% | -89.5% | +29.3% |
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