-100.0%
SOXS vs DD
+66.6%
-166.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -6.0% |
| 7D | -4.7% | -3.5% | -1.3% | -10.6% |
| 30D | +7.7% | -11.7% | +19.4% | -12.7% |
| 3M | -10.2% | -9.2% | -0.9% | -22.0% |
| 6M | -99.2% | -7.2% | -92.0% | -98.5% |
| YTD | -99.5% | +6.6% | -106.1% | -98.8% |
| 1Y | -99.8% | +32.0% | -131.8% | -99.1% |
| 3Y | -100.0% | +42.1% | -142.1% | -99.9% |
| 5Y | -100.0% | +58.1% | -158.1% | -100.0% |
| All | -100.0% | +66.6% | -166.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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