+247.9%
SOXX vs DAR
-9.0%
+256.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.4% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | -3.6% | +2.6% | -6.2% | -4.5% |
| 3M | -10.2% | +14.2% | -24.4% | -14.1% |
| 6M | +54.2% | +17.2% | +37.1% | +45.7% |
| YTD | +75.2% | +80.9% | -5.7% | +44.5% |
| 1Y | +107.5% | +104.0% | +3.5% | +63.6% |
| 3Y | +226.8% | +3.6% | +223.1% | +211.8% |
| All | +247.9% | -9.0% | +256.9% | +235.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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