-100.0%
SOXS vs DVA
+495.9%
-595.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.5% |
| 7D | -4.7% | -1.3% | -3.4% | -5.7% |
| 30D | +7.7% | 0.0% | +7.7% | +7.5% |
| 3M | -10.2% | -10.9% | +0.8% | -18.4% |
| 6M | -99.2% | +17.3% | -116.5% | -99.3% |
| YTD | -99.5% | +59.8% | -159.3% | -99.4% |
| 1Y | -99.8% | +36.3% | -136.0% | -99.8% |
| 3Y | -100.0% | +88.6% | -188.6% | -100.0% |
| 5Y | -100.0% | +47.5% | -147.5% | -100.0% |
| 10Y | -100.0% | +185.2% | -285.2% | -100.0% |
| All | -100.0% | +495.9% | -595.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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