-26.2%
DT vs SOXQ
+258.1%
-284.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.4% |
| 7D | -1.6% | +0.8% | -2.4% | -2.0% |
| 30D | +3.0% | -4.6% | +7.6% | +4.6% |
| 3M | +26.5% | -10.2% | +36.7% | +28.6% |
| 6M | +35.9% | +49.7% | -13.7% | +5.8% |
| YTD | +17.8% | +67.2% | -49.4% | -14.1% |
| 1Y | +4.1% | +98.0% | -94.0% | -31.6% |
| 3Y | +5.3% | +237.2% | -231.9% | -55.5% |
| All | -26.2% | +258.1% | -284.3% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 5y: compounded portfolio wealth divided by compounded SOXQ 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…
5y analysis · Full analysis span regression · 6 months rolling