+2,550.6%
SOXX vs DHI
+2,033.4%
+517.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.3% |
| 7D | +1.4% | -3.4% | +4.8% | +2.5% |
| 30D | -3.6% | -5.4% | +1.9% | -2.0% |
| 3M | -10.2% | -10.4% | +0.3% | -7.4% |
| 6M | +54.2% | -2.8% | +57.0% | +54.5% |
| YTD | +75.2% | -3.4% | +78.6% | +75.1% |
| 1Y | +107.5% | -22.9% | +130.4% | +121.8% |
| 3Y | +226.8% | +20.7% | +206.1% | +191.0% |
| 5Y | +251.2% | +62.1% | +189.1% | +180.8% |
| 10Y | +1,567.6% | +410.4% | +1,157.2% | +782.7% |
| All | +2,550.6% | +2,033.4% | +517.1% | +332.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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