-93.1%
SOXS vs DOC
+21.6%
-114.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.2% | +11.3% | +11.1% |
| 7D | -28.4% | -0.9% | -27.5% | -28.4% |
| 30D | +19.4% | +7.7% | +11.7% | +19.1% |
| 3M | +28.2% | -2.0% | +30.2% | +25.4% |
| 6M | -37.7% | +5.9% | -43.6% | -35.6% |
| YTD | -91.6% | +31.8% | -123.5% | -90.4% |
| 1Y | -93.1% | +22.5% | -115.6% | -91.9% |
| All | -93.1% | +21.6% | -114.7% | -91.9% |
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