-100.0%
SOXS vs DFNS
-99.9%
-0.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.9% |
| 7D | -15.6% | +0.8% | -16.4% | -15.6% |
| 30D | +4.8% | -73.2% | +78.0% | +5.1% |
| 3M | -21.6% | -72.4% | +50.8% | -22.3% |
| 6M | -99.3% | -95.2% | -4.1% | -99.3% |
| YTD | -99.5% | -98.0% | -1.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling