+30.8%
SOXX vs DGX
+45.7%
-14.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -70.7% | -0.4% | -70.3% | -70.9% |
| 7D | -23.0% | +0.7% | -23.7% | -22.7% |
| 30D | -32.9% | +11.5% | -44.4% | -30.1% |
| 3M | -25.3% | +8.4% | -33.7% | -22.9% |
| 6M | -17.8% | +34.5% | -52.3% | -8.6% |
| YTD | +32.1% | +49.3% | -17.2% | +50.1% |
| 1Y | +30.8% | +45.3% | -14.5% | +47.5% |
| All | +30.8% | +45.7% | -14.9% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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