-89.6%
SOXS vs DOC
+20.9%
-110.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +0.7% | -13.3% | -12.7% |
| 7D | +36.2% | +6.5% | +29.8% | +35.8% |
| 30D | +131.5% | +9.2% | +122.3% | +130.8% |
| 3M | +60.5% | -2.5% | +63.0% | +56.8% |
| 6M | -25.9% | +7.1% | -33.0% | -23.5% |
| YTD | -88.3% | +33.0% | -121.3% | -86.9% |
| 1Y | -89.6% | +23.3% | -112.9% | -87.7% |
| All | -89.6% | +20.9% | -110.5% | -87.7% |
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