+113.9%
SOXX vs DG
+23.4%
+90.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.6% |
| 7D | +2.2% | +8.4% | -6.2% | +2.7% |
| 30D | -2.0% | +4.9% | -7.0% | -1.7% |
| 3M | -13.7% | +29.3% | -43.0% | -13.7% |
| 6M | +52.4% | -11.3% | +63.6% | +54.5% |
| YTD | +72.8% | +1.8% | +71.1% | +74.4% |
| 1Y | +113.9% | +25.3% | +88.6% | +114.0% |
| All | +113.9% | +23.4% | +90.5% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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