-100.0%
SOXS vs DASH
-0.6%
-99.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +0.7% | -23.0% | -21.7% |
| 7D | -5.1% | -4.8% | -0.3% | -7.2% |
| 30D | +60.4% | -7.9% | +68.3% | +51.5% |
| 3M | +32.7% | -16.3% | +49.0% | +15.3% |
| 6M | -36.2% | +10.4% | -46.6% | -30.0% |
| YTD | -90.9% | -20.1% | -70.8% | -92.5% |
| 1Y | -92.2% | -11.4% | -80.7% | -92.7% |
| 3Y | -99.7% | +114.1% | -213.8% | -99.1% |
| 5Y | -99.9% | -5.8% | -94.2% | -99.7% |
| All | -100.0% | -0.6% | -99.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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