+853.1%
SOXX vs DBX
+22.6%
+830.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.4% |
| 7D | +1.4% | +2.1% | -0.7% | +0.6% |
| 30D | -3.6% | +5.7% | -9.3% | -5.7% |
| 3M | -10.2% | +31.8% | -42.0% | -19.6% |
| 6M | +54.2% | +37.5% | +16.8% | +33.6% |
| YTD | +75.2% | +27.9% | +47.3% | +55.4% |
| 1Y | +107.5% | +15.0% | +92.5% | +90.6% |
| 3Y | +226.8% | +27.2% | +199.6% | +179.1% |
| 5Y | +251.2% | +12.8% | +238.4% | +204.9% |
| All | +853.1% | +22.6% | +830.5% | +591.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling