-100.0%
SOXS vs DASH
+16.3%
-116.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -4.6% | -5.6% | -14.0% |
| 7D | -7.0% | -10.6% | +3.6% | -15.4% |
| 30D | +2.8% | +2.2% | +0.6% | +4.0% |
| 3M | -9.8% | +32.3% | -42.1% | +15.4% |
| 6M | -99.2% | +19.1% | -118.3% | -99.6% |
| YTD | -99.5% | -6.5% | -93.0% | -99.8% |
| 1Y | -99.8% | -14.9% | -84.9% | -99.9% |
| 3Y | -100.0% | +151.9% | -251.9% | -100.0% |
| 5Y | -100.0% | +9.4% | -109.4% | -100.0% |
| All | -100.0% | +16.3% | -116.3% | -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 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