-100.0%
SOXS vs DT
+101.6%
-201.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.6% | +6.5% | +9.7% |
| 7D | -9.4% | -2.5% | -6.9% | -12.1% |
| 30D | +6.2% | +3.5% | +2.6% | +9.3% |
| 3M | -28.0% | +26.7% | -54.7% | -11.2% |
| 6M | -99.2% | +36.1% | -135.3% | -99.2% |
| YTD | -99.5% | +18.6% | -118.1% | -99.6% |
| 1Y | -99.7% | +7.9% | -107.6% | -99.8% |
| 3Y | -100.0% | +8.6% | -108.6% | -100.0% |
| 5Y | -100.0% | -26.7% | -73.3% | -100.0% |
| All | -100.0% | +101.6% | -201.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling