-84.2%
SOXS vs DRAM
+50.5%
-134.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | -4.3% |
| 7D | +3.2% | -14.7% | +17.9% | -9.7% |
| 30D | +61.0% | -28.9% | +89.9% | +16.0% |
| 3M | +24.0% | -18.1% | +42.0% | +24.7% |
| 6M | -35.9% | -23.0% | -12.9% | -2.0% |
| All | -84.2% | +50.5% | -134.7% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRAM.
Daily Out/Under-Performance
Portfolio return minus DRAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRAM 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 DRAM 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