-99.8%
SOXS vs DOC
+23.9%
-123.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.8% | -8.4% | -10.9% |
| 7D | -7.0% | -1.5% | -5.5% | -7.6% |
| 30D | +2.8% | -4.8% | +7.6% | +0.8% |
| 3M | -9.8% | +6.9% | -16.7% | -5.3% |
| 6M | -99.2% | +20.7% | -119.9% | -98.8% |
| YTD | -99.5% | +34.1% | -133.6% | -99.2% |
| 1Y | -99.8% | +22.6% | -122.4% | -99.7% |
| All | -99.8% | +23.9% | -123.7% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling