-91.6%
SOXS vs DRI
+34.0%
-125.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.1% | +3.6% | +7.2% |
| 7D | +46.7% | +6.5% | +40.2% | +44.3% |
| 30D | +97.0% | +16.4% | +80.6% | +91.5% |
| 3M | +39.5% | +13.6% | +25.9% | +36.5% |
| 6M | -54.9% | +22.0% | -76.9% | -54.4% |
| YTD | -90.4% | +29.3% | -119.7% | -89.5% |
| 1Y | -91.6% | +32.0% | -123.7% | -90.6% |
| All | -91.6% | +34.0% | -125.6% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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