-100.0%
SOXS vs DT
-27.6%
-72.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -6.2% |
| 7D | -4.7% | -1.6% | -3.1% | -6.5% |
| 30D | +7.7% | +3.0% | +4.7% | +10.3% |
| 3M | -10.2% | +26.5% | -36.7% | +10.7% |
| 6M | -99.2% | +35.9% | -135.1% | -99.3% |
| YTD | -99.5% | +17.8% | -117.4% | -99.6% |
| 1Y | -99.8% | +4.1% | -103.8% | -99.8% |
| 3Y | -100.0% | +5.3% | -105.3% | -100.0% |
| All | -100.0% | -27.6% | -72.4% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling