-100.0%
SOXS vs DIS
-42.0%
-58.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -3.2% |
| 7D | -16.6% | -3.5% | -13.1% | -21.3% |
| 30D | -4.4% | +1.0% | -5.3% | -4.5% |
| 3M | -26.2% | +5.7% | -31.9% | -23.9% |
| 6M | -99.3% | +3.3% | -102.5% | -99.2% |
| YTD | -99.5% | -7.7% | -91.8% | -99.6% |
| 1Y | -99.8% | -10.0% | -89.8% | -99.8% |
| 3Y | -100.0% | +31.7% | -131.7% | -100.0% |
| 5Y | -100.0% | -42.2% | -57.8% | -100.0% |
| All | -100.0% | -42.0% | -58.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling