-100.0%
SOXS vs DD
+56.1%
-156.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -6.1% |
| 7D | -4.7% | -3.5% | -1.3% | -11.6% |
| 30D | +7.7% | -11.7% | +19.4% | -15.8% |
| 3M | -10.2% | -9.2% | -0.9% | -24.2% |
| 6M | -99.2% | -7.2% | -92.0% | -98.4% |
| YTD | -99.5% | +6.6% | -106.1% | -98.7% |
| 1Y | -99.8% | +32.0% | -131.8% | -98.9% |
| 3Y | -100.0% | +42.1% | -142.1% | -99.9% |
| All | -100.0% | +56.1% | -156.1% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling