-100.0%
SOXS vs DG
+496.7%
-596.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.0% | -0.9% | -7.2% |
| 7D | -15.6% | -2.5% | -13.1% | -16.8% |
| 30D | +4.8% | +1.0% | +3.7% | +5.3% |
| 3M | -21.6% | +20.3% | -41.9% | -13.4% |
| 6M | -99.3% | -11.7% | -87.6% | -99.5% |
| YTD | -99.5% | -2.3% | -97.2% | -99.6% |
| 1Y | -99.8% | +20.0% | -119.8% | -99.8% |
| 3Y | -100.0% | +7.2% | -107.2% | -100.0% |
| 5Y | -100.0% | -37.9% | -62.1% | -100.0% |
| 10Y | -100.0% | +107.3% | -207.3% | -100.0% |
| All | -100.0% | +496.7% | -596.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling