-100.0%
SOXS vs DOC
+15.7%
-115.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +0.7% | -13.3% | -11.9% |
| 7D | +36.2% | +6.5% | +29.8% | +45.0% |
| 30D | +131.5% | +9.2% | +122.3% | +149.1% |
| 3M | +60.5% | -2.5% | +63.0% | +53.1% |
| 6M | -25.9% | +7.1% | -33.0% | -22.9% |
| YTD | -88.3% | +33.0% | -121.3% | -83.8% |
| 1Y | -89.6% | +23.3% | -112.9% | -86.9% |
| 3Y | -99.6% | +44.9% | -144.6% | -99.3% |
| 5Y | -99.9% | -21.6% | -78.3% | -99.9% |
| All | -100.0% | +15.7% | -115.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling