+2,550.6%
SOXX vs DD
+345.3%
+2,205.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +2.0% |
| 7D | +1.4% | -3.5% | +4.9% | +3.2% |
| 30D | -3.6% | -11.7% | +8.1% | +2.8% |
| 3M | -10.2% | -9.2% | -0.9% | -5.6% |
| 6M | +54.2% | -7.2% | +61.4% | +60.6% |
| YTD | +75.2% | +6.6% | +68.6% | +69.2% |
| 1Y | +107.5% | +32.0% | +75.5% | +78.5% |
| 3Y | +226.8% | +42.1% | +184.6% | +166.3% |
| 5Y | +251.2% | +58.1% | +193.2% | +171.4% |
| 10Y | +1,567.6% | +65.3% | +1,502.3% | +1,069.1% |
| All | +2,550.6% | +345.3% | +2,205.3% | +765.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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