+226.8%
SOXX vs DKS
+30.4%
+196.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.2% |
| 7D | +1.4% | -2.0% | +3.4% | +1.9% |
| 30D | -3.6% | -32.7% | +29.2% | +6.5% |
| 3M | -10.2% | -38.8% | +28.6% | +1.9% |
| 6M | +54.2% | -29.4% | +83.7% | +64.9% |
| YTD | +75.2% | -30.3% | +105.5% | +87.8% |
| 1Y | +107.5% | -39.6% | +147.1% | +133.9% |
| 3Y | +226.8% | +32.2% | +194.6% | +195.5% |
| All | +226.8% | +30.4% | +196.4% | +195.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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