-50.3%
DOCS vs SOXQ
+279.5%
-329.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.4% | -6.1% | -4.3% |
| 7D | -1.4% | +2.3% | -3.8% | -2.6% |
| 30D | +21.8% | -2.3% | +24.1% | +23.0% |
| 3M | +27.3% | -13.8% | +41.1% | +31.5% |
| 6M | -0.3% | +48.6% | -49.0% | -26.4% |
| YTD | -40.5% | +66.0% | -106.5% | -59.7% |
| 1Y | -61.5% | +107.9% | -169.4% | -77.7% |
| 3Y | +8.2% | +224.1% | -216.0% | -60.2% |
| 5Y | -73.4% | +256.6% | -330.0% | -90.7% |
| All | -50.3% | +279.5% | -329.8% | -83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling