-100.0%
SOXS vs DIS
+320.2%
-420.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | -1.0% |
| 7D | -43.7% | +0.9% | -44.6% | -42.4% |
| 30D | +22.2% | +8.9% | +13.3% | +39.6% |
| 3M | +13.0% | +14.5% | -1.6% | +35.5% |
| 6M | -47.7% | +12.2% | -59.9% | -42.4% |
| YTD | -92.5% | +4.7% | -97.2% | -92.4% |
| 1Y | -93.1% | +2.8% | -96.0% | -93.3% |
| 3Y | -99.7% | +38.1% | -137.9% | -99.3% |
| 5Y | -99.9% | -23.6% | -76.3% | -99.9% |
| 10Y | -100.0% | +31.4% | -131.4% | -100.0% |
| All | -100.0% | +320.2% | -420.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling