+107.5%
SOXX vs DELL
+359.9%
-252.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.0% | -10.1% | -1.1% |
| 7D | +1.4% | +8.2% | -6.8% | -0.7% |
| 30D | -3.6% | +17.1% | -20.7% | -7.8% |
| 3M | -10.2% | +45.2% | -55.3% | -18.8% |
| 6M | +54.2% | +286.8% | -232.5% | +8.0% |
| YTD | +75.2% | +354.8% | -279.6% | +17.7% |
| 1Y | +107.5% | +358.3% | -250.8% | +43.7% |
| All | +107.5% | +359.9% | -252.4% | +43.7% |
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