-100.0%
SOXS vs DIS
+323.6%
-423.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.5% |
| 7D | +3.2% | +4.4% | -1.2% | +11.6% |
| 30D | +61.0% | +10.3% | +50.6% | +87.5% |
| 3M | +24.0% | +15.5% | +8.4% | +50.6% |
| 6M | -35.9% | +11.2% | -47.1% | -31.1% |
| YTD | -90.9% | +5.6% | -96.5% | -90.7% |
| 1Y | -91.5% | +7.7% | -99.2% | -91.0% |
| 3Y | -99.7% | +39.3% | -139.0% | -99.2% |
| 5Y | -99.9% | -29.5% | -70.4% | -99.9% |
| 10Y | -100.0% | +36.3% | -136.3% | -100.0% |
| All | -100.0% | +323.6% | -423.6% | -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