+719.0%
SOXX vs DT
+100.3%
+618.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +2.1% |
| 7D | +1.4% | -1.6% | +3.0% | +1.9% |
| 30D | -3.6% | +3.0% | -6.6% | -4.9% |
| 3M | -10.2% | +26.5% | -36.7% | -18.4% |
| 6M | +54.2% | +35.9% | +18.3% | +33.9% |
| YTD | +75.2% | +17.8% | +57.4% | +59.2% |
| 1Y | +107.5% | +4.1% | +103.4% | +97.2% |
| 3Y | +226.8% | +5.3% | +221.5% | +203.1% |
| 5Y | +251.2% | -27.2% | +278.4% | +250.0% |
| All | +719.0% | +100.3% | +618.7% | +438.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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