-100.0%
SOXS vs DGX
+96.4%
-196.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.2% | -6.0% |
| 7D | -4.7% | -0.9% | -3.9% | -4.6% |
| 30D | +7.7% | -1.2% | +8.9% | +8.0% |
| 3M | -10.2% | +15.8% | -25.9% | -13.1% |
| 6M | -99.2% | +18.2% | -117.4% | -99.2% |
| YTD | -99.5% | +37.2% | -136.7% | -99.5% |
| 1Y | -99.8% | +30.4% | -130.1% | -99.8% |
| 3Y | -100.0% | +96.7% | -196.7% | -100.0% |
| All | -100.0% | +96.4% | -196.4% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling