-91.6%
SOXS vs DOV
+21.2%
-112.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.2% | +7.8% |
| 7D | +46.7% | +2.2% | +44.4% | +52.9% |
| 30D | +97.0% | +11.2% | +85.8% | +152.0% |
| 3M | +39.5% | +1.6% | +38.0% | +44.3% |
| 6M | -54.9% | -3.2% | -51.7% | -52.3% |
| YTD | -90.4% | +9.7% | -100.1% | -86.2% |
| 1Y | -91.6% | +20.5% | -112.2% | -84.8% |
| All | -91.6% | +21.2% | -112.8% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 1y: compounded portfolio wealth divided by compounded DOV 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…
1y analysis · Full analysis span regression · 6 months rolling