-100.0%
SOXS vs DASH
-1.3%
-98.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -0.1% | -12.5% | -12.8% |
| 7D | +36.2% | +0.4% | +35.9% | +38.1% |
| 30D | +131.5% | -6.0% | +137.5% | +121.8% |
| 3M | +60.5% | -15.8% | +76.2% | +40.1% |
| 6M | -25.9% | +7.0% | -32.9% | -21.8% |
| YTD | -88.3% | -20.7% | -67.6% | -90.4% |
| 1Y | -89.6% | -8.5% | -81.1% | -90.1% |
| 3Y | -99.6% | +101.8% | -201.4% | -98.9% |
| 5Y | -99.9% | -9.6% | -90.3% | -99.6% |
| All | -100.0% | -1.3% | -98.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling