-100.0%
SOXS vs DHI
+1,173.9%
-1,273.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -3.7% |
| 7D | -4.7% | -3.4% | -1.3% | -8.2% |
| 30D | +7.7% | -5.4% | +13.2% | +1.0% |
| 3M | -10.2% | -10.4% | +0.3% | -20.3% |
| 6M | -99.2% | -2.8% | -96.4% | -99.0% |
| YTD | -99.5% | -3.4% | -96.1% | -99.4% |
| 1Y | -99.8% | -22.9% | -76.9% | -99.8% |
| 3Y | -100.0% | +20.7% | -120.7% | -100.0% |
| 5Y | -100.0% | +62.1% | -162.1% | -100.0% |
| 10Y | -100.0% | +410.4% | -510.4% | -100.0% |
| All | -100.0% | +1,173.9% | -1,273.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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