+1,537.1%
SOXX vs DRI
+353.8%
+1,183.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.7% | +1.5% |
| 7D | +1.4% | -3.2% | +4.6% | +2.5% |
| 30D | -3.6% | -7.8% | +4.2% | -1.0% |
| 3M | -10.2% | +0.4% | -10.5% | -10.9% |
| 6M | +54.2% | +4.8% | +49.4% | +50.2% |
| YTD | +75.2% | +16.7% | +58.5% | +63.5% |
| 1Y | +107.5% | +1.5% | +106.0% | +102.7% |
| 3Y | +226.8% | +56.3% | +170.5% | +169.2% |
| 5Y | +251.2% | +66.4% | +184.8% | +181.8% |
| All | +1,537.1% | +353.8% | +1,183.3% | +956.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling