-91.6%
SOXS vs DG
+45.3%
-136.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +8.5% | +0.2% | +4.3% |
| 7D | +46.7% | +12.3% | +34.4% | +39.2% |
| 30D | +97.0% | +19.3% | +77.7% | +85.8% |
| 3M | +39.5% | +11.9% | +27.7% | +33.8% |
| 6M | -54.9% | +25.0% | -79.9% | -56.5% |
| YTD | -90.4% | +8.7% | -99.1% | -90.9% |
| 1Y | -91.6% | +44.7% | -136.3% | -91.8% |
| All | -91.6% | +45.3% | -136.9% | -91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling