-100.0%
SOXS vs DIA
+253.8%
-353.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.5% | -1.7% |
| 7D | -4.7% | -1.6% | -3.2% | -10.6% |
| 30D | +7.7% | -2.0% | +9.8% | -1.4% |
| 3M | -10.2% | +3.6% | -13.8% | +7.4% |
| 6M | -99.2% | +11.5% | -110.7% | -98.7% |
| YTD | -99.5% | +10.4% | -109.9% | -99.2% |
| 1Y | -99.8% | +15.6% | -115.3% | -99.5% |
| 3Y | -100.0% | +58.9% | -158.9% | -99.8% |
| 5Y | -100.0% | +65.3% | -165.3% | -99.9% |
| All | -100.0% | +253.8% | -353.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling