+4,109.1%
SOXX vs DG
+551.9%
+3,557.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.5% | -2.5% |
| 7D | +3.0% | -6.3% | +9.3% | +4.3% |
| 30D | -3.1% | +2.4% | -5.6% | -3.7% |
| 3M | -4.4% | +12.4% | -16.8% | -7.2% |
| 6M | +52.9% | -14.9% | +67.8% | +56.5% |
| YTD | +72.0% | -6.1% | +78.1% | +72.1% |
| 1Y | +105.1% | +17.9% | +87.2% | +94.3% |
| 3Y | +220.6% | +3.1% | +217.5% | +199.0% |
| 5Y | +244.8% | -38.7% | +283.5% | +268.6% |
| 10Y | +1,537.1% | +99.6% | +1,437.5% | +1,193.2% |
| All | +4,109.1% | +551.9% | +3,557.2% | +2,222.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling