+226.8%
SOXX vs DLR
+58.2%
+168.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.1% | +0.9% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -3.6% | -4.3% | +0.7% | -1.1% |
| 3M | -10.2% | +3.8% | -14.0% | -12.9% |
| 6M | +54.2% | +5.8% | +48.4% | +47.8% |
| YTD | +75.2% | +23.5% | +51.7% | +52.5% |
| 1Y | +107.5% | +11.1% | +96.4% | +92.3% |
| 3Y | +226.8% | +57.9% | +168.9% | +145.2% |
| All | +226.8% | +58.2% | +168.5% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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