+48.3%
DVA vs SOXQ
+279.9%
-231.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.6% |
| 7D | -0.2% | +2.3% | -2.5% | -0.4% |
| 30D | +1.7% | -3.9% | +5.6% | +2.1% |
| 3M | -8.7% | -4.7% | -3.9% | -8.8% |
| 6M | +19.7% | +47.9% | -28.2% | +12.5% |
| YTD | +59.6% | +64.3% | -4.7% | +47.2% |
| 1Y | +37.1% | +95.7% | -58.6% | +22.5% |
| 3Y | +89.8% | +231.5% | -141.7% | +49.7% |
| 5Y | +47.4% | +255.0% | -207.6% | +12.4% |
| All | +48.3% | +279.9% | -231.6% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling