+226.8%
SOXX vs DGX
+96.4%
+130.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +2.0% |
| 7D | +1.4% | -0.9% | +2.3% | +1.3% |
| 30D | -3.6% | -1.2% | -2.4% | -3.6% |
| 3M | -10.2% | +15.8% | -25.9% | -9.3% |
| 6M | +54.2% | +18.2% | +36.1% | +55.8% |
| YTD | +75.2% | +37.2% | +38.0% | +75.9% |
| 1Y | +107.5% | +30.4% | +77.2% | +108.6% |
| 3Y | +226.8% | +96.7% | +130.1% | +231.7% |
| All | +226.8% | +96.4% | +130.3% | +231.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling