-100.0%
SOXS vs DAR
+366.1%
-466.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.9% | -3.7% | -7.6% |
| 7D | -4.7% | -0.1% | -4.6% | -4.7% |
| 30D | +7.7% | +2.6% | +5.1% | +10.8% |
| 3M | -10.2% | +14.2% | -24.4% | +6.2% |
| 6M | -99.2% | +17.2% | -116.4% | -98.8% |
| YTD | -99.5% | +80.9% | -180.4% | -98.8% |
| 1Y | -99.8% | +104.0% | -203.7% | -99.3% |
| 3Y | -100.0% | +3.6% | -103.6% | -100.0% |
| 5Y | -100.0% | -7.8% | -92.2% | -100.0% |
| All | -100.0% | +366.1% | -466.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling