-100.0%
SOXS vs DIS
+34.5%
-134.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.6% | -5.1% |
| 7D | -15.6% | -1.1% | -14.5% | -16.8% |
| 30D | +4.8% | +0.1% | +4.6% | +4.0% |
| 3M | -21.6% | +7.1% | -28.7% | -18.3% |
| 6M | -99.3% | +4.3% | -103.6% | -99.3% |
| YTD | -99.5% | -6.9% | -92.6% | -99.6% |
| 1Y | -99.8% | -10.3% | -89.5% | -99.8% |
| 3Y | -100.0% | +32.8% | -132.8% | -100.0% |
| All | -100.0% | +34.5% | -134.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 3y: compounded portfolio wealth divided by compounded DIS 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…
3y analysis · Full analysis span regression · 6 months rolling