+3,615.9%
SOXX vs DLR
+3,536.4%
+79.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.8% | -1.9% |
| 7D | +3.0% | -1.3% | +4.3% | +3.6% |
| 30D | -3.1% | -2.9% | -0.3% | -1.9% |
| 3M | -4.4% | +3.2% | -7.6% | -6.2% |
| 6M | +52.9% | +3.9% | +49.0% | +49.8% |
| YTD | +72.0% | +21.4% | +50.6% | +58.0% |
| 1Y | +105.1% | +9.7% | +95.4% | +96.3% |
| 3Y | +220.6% | +56.5% | +164.1% | +164.5% |
| 5Y | +244.8% | +41.5% | +203.3% | +191.0% |
| 10Y | +1,537.1% | +171.3% | +1,365.9% | +932.0% |
| All | +3,615.9% | +3,536.4% | +79.5% | +682.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling