-100.0%
SOXS vs DOC
+20.3%
-120.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | -0.7% |
| 7D | +3.2% | +4.3% | -1.1% | +8.4% |
| 30D | +61.0% | +9.2% | +51.8% | +74.0% |
| 3M | +24.0% | -0.8% | +24.8% | +20.7% |
| 6M | -35.9% | +7.1% | -43.0% | -32.9% |
| YTD | -90.9% | +34.0% | -124.9% | -87.2% |
| 1Y | -91.5% | +23.2% | -114.7% | -89.2% |
| 3Y | -99.7% | +53.6% | -153.3% | -99.4% |
| 5Y | -99.9% | -20.4% | -79.5% | -99.9% |
| 10Y | -100.0% | +23.4% | -123.4% | -100.0% |
| All | -100.0% | +20.3% | -120.3% | -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