-99.9%
SOXS vs DOC
-19.7%
-80.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +1.8% | -24.0% | -20.5% |
| 7D | -5.1% | +5.9% | -10.9% | +1.0% |
| 30D | +60.4% | +10.3% | +50.1% | +74.5% |
| 3M | +32.7% | -2.2% | +34.9% | +26.9% |
| 6M | -36.2% | +8.2% | -44.4% | -32.3% |
| YTD | -90.9% | +35.4% | -126.3% | -86.8% |
| 1Y | -92.2% | +23.6% | -115.8% | -90.0% |
| 3Y | -99.7% | +57.3% | -157.0% | -99.4% |
| 5Y | -99.9% | -19.6% | -80.3% | -99.9% |
| All | -99.9% | -19.7% | -80.3% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling