-99.6%
SOXS vs DOC
+43.2%
-142.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | -0.2% | +39.5% | +39.1% |
| 7D | +94.9% | +6.2% | +88.6% | +101.0% |
| 30D | +174.1% | +6.5% | +167.6% | +180.7% |
| 3M | +82.4% | -6.2% | +88.7% | +71.7% |
| 6M | -27.7% | +25.6% | -53.3% | -12.0% |
| YTD | -86.6% | +32.1% | -118.7% | -82.7% |
| 1Y | -87.2% | +20.3% | -107.5% | -84.8% |
| All | -99.6% | +43.2% | -142.7% | -99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling