-100.0%
SOXS vs DKS
+638.0%
-738.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -7.0% | -4.3% |
| 7D | -4.7% | -3.0% | -1.8% | -7.3% |
| 30D | +7.7% | -33.4% | +41.1% | -25.1% |
| 3M | -10.2% | -39.4% | +29.2% | -44.1% |
| 6M | -99.2% | -30.1% | -69.1% | -99.3% |
| YTD | -99.5% | -31.0% | -68.6% | -99.6% |
| 1Y | -99.8% | -40.2% | -59.6% | -99.8% |
| 3Y | -100.0% | +30.9% | -130.9% | -100.0% |
| 5Y | -100.0% | +14.0% | -114.0% | -100.0% |
| 10Y | -100.0% | +202.1% | -302.1% | -100.0% |
| All | -100.0% | +638.0% | -738.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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