-91.6%
SOXS vs DGX
+45.0%
-136.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.5% | +5.3% | +5.1% |
| 7D | +46.7% | +4.1% | +42.6% | +40.8% |
| 30D | +97.0% | +10.5% | +86.4% | +77.9% |
| 3M | +39.5% | +9.8% | +29.7% | +26.7% |
| 6M | -54.9% | +34.6% | -89.5% | -65.5% |
| YTD | -90.4% | +49.8% | -140.2% | -93.1% |
| 1Y | -91.6% | +46.0% | -137.7% | -93.8% |
| All | -91.6% | +45.0% | -136.6% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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