-54.8%
DOCS vs SOXQ
+190.6%
-245.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | +0.1% | +16.4% | -16.4% | -6.5% |
| 30D | +8.7% | -13.9% | +22.5% | +14.9% |
| 3M | +32.9% | -15.1% | +48.0% | +40.1% |
| 6M | +25.5% | -10.2% | +35.7% | +22.0% |
| YTD | -25.0% | +48.7% | -73.7% | -47.3% |
| 1Y | -34.9% | +48.9% | -83.8% | -54.5% |
| 3Y | +39.3% | +197.4% | -158.1% | -47.9% |
| 5Y | -54.8% | +188.2% | -243.0% | -82.4% |
| All | -54.8% | +190.6% | -245.4% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 5y: compounded portfolio wealth divided by compounded SOXQ 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…
5y analysis · Full analysis span regression · 6 months rolling