-99.8%
SOXS vs DIA
+16.9%
-116.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.5% | -0.8% |
| 7D | -4.7% | -1.6% | -3.2% | -12.0% |
| 30D | +7.7% | -2.0% | +9.8% | -4.0% |
| 3M | -10.2% | +3.6% | -13.8% | +13.2% |
| 6M | -99.2% | +11.5% | -110.7% | -98.6% |
| YTD | -99.5% | +10.4% | -109.9% | -99.1% |
| 1Y | -99.8% | +15.6% | -115.3% | -99.4% |
| All | -99.8% | +16.9% | -116.6% | -99.4% |
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