-100.0%
SOXS vs DIS
+274.2%
-374.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.7% | -8.5% | -13.0% |
| 7D | -7.0% | -2.6% | -4.4% | -11.1% |
| 30D | +2.8% | +3.5% | -0.7% | +7.1% |
| 3M | -9.8% | +6.8% | -16.7% | -5.6% |
| 6M | -99.2% | +3.0% | -102.2% | -99.1% |
| YTD | -99.5% | -6.7% | -92.8% | -99.5% |
| 1Y | -99.8% | -10.1% | -89.7% | -99.8% |
| 3Y | -100.0% | +33.0% | -133.0% | -99.9% |
| 5Y | -100.0% | -40.0% | -60.0% | -100.0% |
| 10Y | -100.0% | +21.1% | -121.1% | -100.0% |
| All | -100.0% | +274.2% | -374.2% | -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