-91.6%
SOXS vs DT
-5.1%
-86.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.5% | +9.3% | +8.9% |
| 7D | +46.7% | -25.5% | +72.2% | +54.7% |
| 30D | +97.0% | -22.3% | +119.3% | +103.8% |
| 3M | +39.5% | +2.3% | +37.2% | +31.2% |
| 6M | -54.9% | +20.7% | -75.7% | -59.8% |
| YTD | -90.4% | +7.9% | -98.3% | -91.4% |
| 1Y | -91.6% | -5.7% | -85.9% | -92.7% |
| All | -91.6% | -5.1% | -86.5% | -92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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