-99.8%
SOXS vs DVN
+41.2%
-140.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.5% | -8.7% | -9.0% |
| 7D | -7.0% | +1.5% | -8.5% | -8.0% |
| 30D | +2.8% | +14.2% | -11.4% | -8.1% |
| 3M | -9.8% | +5.2% | -15.1% | -13.8% |
| 6M | -99.2% | +11.9% | -111.1% | -98.6% |
| YTD | -99.5% | +32.8% | -132.3% | -99.1% |
| 1Y | -99.8% | +38.6% | -138.4% | -99.6% |
| All | -99.8% | +41.2% | -140.9% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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