-100.0%
SOXS vs DIA
+61.6%
-161.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.6% | +8.7% | +5.0% |
| 7D | -9.4% | -3.0% | -6.4% | -22.6% |
| 30D | +6.2% | -3.0% | +9.2% | -9.7% |
| 3M | -28.0% | +4.5% | -32.5% | -5.1% |
| 6M | -99.2% | +9.8% | -109.0% | -98.7% |
| YTD | -99.5% | +9.3% | -108.8% | -99.2% |
| 1Y | -99.7% | +16.0% | -115.7% | -99.4% |
| 3Y | -100.0% | +57.7% | -157.7% | -99.6% |
| 5Y | -100.0% | +63.8% | -163.8% | -99.8% |
| All | -100.0% | +61.6% | -161.6% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling