-100.0%
SOXS vs DLTR
+533.1%
-633.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.2% | +7.9% | +8.3% |
| 7D | -9.4% | -9.4% | 0.0% | -15.9% |
| 30D | +6.2% | -7.3% | +13.5% | -0.6% |
| 3M | -28.0% | +7.6% | -35.6% | -24.6% |
| 6M | -99.2% | +1.6% | -100.8% | -99.3% |
| YTD | -99.5% | -3.5% | -96.0% | -99.6% |
| 1Y | -99.7% | +20.0% | -119.8% | -99.8% |
| 3Y | -100.0% | +2.3% | -102.3% | -100.0% |
| 5Y | -100.0% | +31.5% | -131.5% | -100.0% |
| 10Y | -100.0% | +45.4% | -145.4% | -100.0% |
| All | -100.0% | +533.1% | -633.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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