-99.9%
SOXS vs DASH
-30.7%
-69.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.6% | +11.7% | +10.5% |
| 7D | -28.4% | -4.5% | -23.9% | -31.2% |
| 30D | +19.4% | -6.8% | +26.2% | +12.6% |
| 3M | +28.2% | -20.7% | +48.8% | +3.6% |
| 6M | -37.7% | +15.1% | -52.8% | -27.6% |
| YTD | -91.6% | -24.3% | -67.4% | -93.6% |
| 1Y | -93.1% | -12.1% | -80.9% | -93.7% |
| 3Y | -99.7% | +91.1% | -190.8% | -99.1% |
| All | -99.9% | -30.7% | -69.2% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling