-100.0%
SOXS vs DASH
+10.1%
-110.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.3% | +0.5% | -9.2% |
| 7D | -15.6% | -11.2% | -4.4% | -23.9% |
| 30D | +4.8% | -7.3% | +12.1% | -2.4% |
| 3M | -21.6% | +31.4% | -53.1% | -0.2% |
| 6M | -99.3% | +11.9% | -111.2% | -99.7% |
| YTD | -99.5% | -11.5% | -88.0% | -99.8% |
| 1Y | -99.8% | -20.0% | -79.8% | -99.9% |
| 3Y | -100.0% | +143.9% | -243.9% | -100.0% |
| 5Y | -100.0% | -0.2% | -99.8% | -100.0% |
| All | -100.0% | +10.1% | -110.1% | -100.0% |
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