-100.0%
SOXS vs DFNS
-99.9%
-0.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.5% | -3.0% | -5.6% |
| 7D | -4.7% | -6.3% | +1.6% | -4.7% |
| 30D | +7.7% | -74.0% | +81.7% | +8.1% |
| 3M | -10.2% | -70.1% | +60.0% | -10.9% |
| 6M | -99.2% | -93.9% | -5.3% | -99.2% |
| YTD | -99.5% | -98.1% | -1.4% | -99.5% |
| 1Y | -99.8% | -98.3% | -1.5% | -99.8% |
| 3Y | -100.0% | -99.9% | -0.1% | -100.0% |
| 5Y | -100.0% | -99.9% | -0.1% | -100.0% |
| All | -100.0% | -99.9% | -0.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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