-100.0%
SOXS vs DBX
+11.7%
-111.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.0% | -4.1% |
| 7D | -4.7% | +2.1% | -6.8% | -2.8% |
| 30D | +7.7% | +5.7% | +2.0% | +13.8% |
| 3M | -10.2% | +31.8% | -42.0% | +13.1% |
| 6M | -99.2% | +37.5% | -136.7% | -99.8% |
| YTD | -99.5% | +27.9% | -127.4% | -99.9% |
| 1Y | -99.8% | +15.0% | -114.8% | -100.0% |
| 3Y | -100.0% | +27.2% | -127.2% | -100.0% |
| All | -100.0% | +11.7% | -111.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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