-100.0%
SOXS vs DLR
+39.0%
-139.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.0% | +10.1% | +4.8% |
| 7D | -9.4% | -1.3% | -8.1% | -11.1% |
| 30D | +6.2% | -2.9% | +9.0% | +3.0% |
| 3M | -28.0% | +3.2% | -31.3% | -21.9% |
| 6M | -99.2% | +3.9% | -103.1% | -98.8% |
| YTD | -99.5% | +21.4% | -120.9% | -99.0% |
| 1Y | -99.7% | +9.7% | -109.4% | -99.6% |
| 3Y | -100.0% | +56.5% | -156.5% | -99.9% |
| 5Y | -100.0% | +41.5% | -141.5% | -100.0% |
| All | -100.0% | +39.0% | -139.0% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling