+1,537.1%
SOXX vs DG
+101.8%
+1,435.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.6% |
| 7D | +1.4% | -6.5% | +7.9% | +2.6% |
| 30D | -3.6% | +4.2% | -7.7% | -4.4% |
| 3M | -10.2% | +9.5% | -19.7% | -12.3% |
| 6M | +54.2% | -13.1% | +67.4% | +57.3% |
| YTD | +75.2% | -4.8% | +80.0% | +75.0% |
| 1Y | +107.5% | +20.6% | +86.9% | +95.8% |
| 3Y | +226.8% | +4.9% | +221.8% | +204.3% |
| 5Y | +251.2% | -37.9% | +289.1% | +288.0% |
| All | +1,537.1% | +101.8% | +1,435.3% | +1,211.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling