-100.0%
SOXS vs DGX
+471.8%
-571.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.2% | -3.6% |
| 7D | -4.7% | -0.9% | -3.9% | -5.5% |
| 30D | +7.7% | -1.2% | +8.9% | +6.3% |
| 3M | -10.2% | +15.8% | -25.9% | +4.2% |
| 6M | -99.2% | +18.2% | -117.4% | -99.3% |
| 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% |
| 5Y | -100.0% | +67.2% | -167.2% | -100.0% |
| 10Y | -100.0% | +253.9% | -353.9% | -100.0% |
| All | -100.0% | +471.8% | -571.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling