+2,550.6%
SOXX vs DVA
+2,476.4%
+74.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | +1.4% | -1.3% | +2.7% | +1.7% |
| 30D | -3.6% | 0.0% | -3.6% | -3.7% |
| 3M | -10.2% | -10.9% | +0.8% | -8.2% |
| 6M | +54.2% | +17.3% | +37.0% | +44.5% |
| YTD | +75.2% | +59.8% | +15.4% | +47.9% |
| 1Y | +107.5% | +36.3% | +71.2% | +83.1% |
| 3Y | +226.8% | +88.6% | +138.2% | +151.4% |
| 5Y | +251.2% | +47.5% | +203.7% | +180.1% |
| 10Y | +1,567.6% | +185.2% | +1,382.4% | +899.4% |
| All | +2,550.6% | +2,476.4% | +74.2% | +746.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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