-91.6%
SOXS vs DIA
+15.0%
-106.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.1% | +5.7% | +22.5% |
| 7D | +46.7% | +1.6% | +45.0% | +54.8% |
| 30D | +97.0% | +4.1% | +92.8% | +133.3% |
| 3M | +39.5% | -1.0% | +40.6% | +27.4% |
| 6M | -54.9% | +9.7% | -64.6% | -21.4% |
| YTD | -90.4% | +12.2% | -102.6% | -78.2% |
| 1Y | -91.6% | +14.9% | -106.5% | -78.0% |
| All | -91.6% | +15.0% | -106.6% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 1y: compounded portfolio wealth divided by compounded DIA 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…
1y analysis · Full analysis span regression · 6 months rolling