-100.0%
SOXS vs DRI
+348.7%
-448.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.9% | +9.0% | +7.2% |
| 7D | -9.4% | -4.8% | -4.6% | -14.0% |
| 30D | +6.2% | -5.2% | +11.3% | +0.1% |
| 3M | -28.0% | +2.7% | -30.8% | -27.4% |
| 6M | -99.2% | +3.6% | -102.8% | -99.1% |
| YTD | -99.5% | +15.4% | -114.9% | -99.4% |
| 1Y | -99.7% | +1.3% | -101.0% | -99.7% |
| 3Y | -100.0% | +53.1% | -153.1% | -100.0% |
| 5Y | -100.0% | +64.6% | -164.6% | -100.0% |
| All | -100.0% | +348.7% | -448.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling