-100.0%
SOXS vs DOCS
-19.3%
-80.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +2.5% | -20.6% | -17.1% |
| 7D | -22.3% | -4.2% | -18.1% | -23.1% |
| 30D | +21.9% | +8.6% | +13.2% | +27.4% |
| 3M | +4.2% | +27.2% | -23.0% | +15.8% |
| 6M | -43.4% | +26.5% | -69.9% | -37.8% |
| YTD | -92.5% | -25.0% | -67.6% | -93.7% |
| 1Y | -93.5% | -37.0% | -56.5% | -95.0% |
| 3Y | -99.7% | +39.4% | -139.1% | -99.6% |
| 5Y | -99.9% | -56.7% | -43.3% | -99.9% |
| All | -100.0% | -19.3% | -80.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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