-87.0%
SOXS vs DRAM
+61.7%
-148.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.5% | -3.6% |
| 7D | -43.7% | +18.0% | -61.7% | -20.6% |
| 30D | +22.2% | -17.4% | +39.6% | +15.4% |
| 3M | +13.0% | -20.3% | +33.3% | +11.9% |
| 6M | -47.7% | -14.9% | -32.8% | -4.6% |
| All | -87.0% | +61.7% | -148.7% | -50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling