-100.0%
SOXS vs DD
+288.5%
-388.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -5.2% |
| 7D | -15.6% | -0.6% | -15.0% | -16.4% |
| 30D | +4.8% | -7.4% | +12.2% | -6.9% |
| 3M | -21.6% | -6.4% | -15.2% | -25.9% |
| 6M | -99.3% | -2.5% | -96.9% | -98.7% |
| YTD | -99.5% | +10.2% | -109.8% | -98.8% |
| 1Y | -99.8% | +36.9% | -136.7% | -99.2% |
| 3Y | -100.0% | +47.0% | -147.0% | -99.9% |
| 5Y | -100.0% | +63.1% | -163.1% | -100.0% |
| 10Y | -100.0% | +68.2% | -168.2% | -100.0% |
| All | -100.0% | +288.5% | -388.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling