+1,507.5%
SOXX vs DELL
+4,468.3%
-2,960.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.3% | +2.6% | -0.5% |
| 7D | +3.0% | -1.9% | +4.9% | +3.8% |
| 30D | -3.1% | +14.9% | -18.0% | -9.5% |
| 3M | -4.4% | +37.2% | -41.6% | -17.7% |
| 6M | +52.9% | +254.0% | -201.1% | -17.5% |
| YTD | +72.0% | +306.1% | -234.1% | -14.7% |
| 1Y | +105.1% | +312.3% | -207.2% | 0.0% |
| 3Y | +220.6% | +654.0% | -433.4% | +6.3% |
| 5Y | +244.8% | +1,055.3% | -810.5% | -11.3% |
| 10Y | +1,537.1% | +3,948.9% | -2,411.8% | +133.2% |
| All | +1,507.5% | +4,468.3% | -2,960.8% | +127.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling