-100.0%
SOXS vs DLR
+58.2%
-158.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -2.5% |
| 7D | -4.7% | +0.1% | -4.8% | -4.2% |
| 30D | +7.7% | -4.3% | +12.0% | +1.5% |
| 3M | -10.2% | +3.8% | -14.0% | -1.9% |
| 6M | -99.2% | +5.8% | -105.0% | -98.8% |
| YTD | -99.5% | +23.5% | -123.1% | -99.0% |
| 1Y | -99.8% | +11.1% | -110.8% | -99.6% |
| 3Y | -100.0% | +57.9% | -157.9% | -99.9% |
| All | -100.0% | +58.2% | -158.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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