-100.0%
SOXS vs DOCS
-21.3%
-78.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | -0.2% |
| 7D | +3.2% | -0.6% | +3.8% | +3.3% |
| 30D | +61.0% | +6.3% | +54.7% | +66.4% |
| 3M | +24.0% | +26.5% | -2.5% | +37.2% |
| 6M | -35.9% | +24.8% | -60.7% | -30.1% |
| YTD | -90.9% | -26.8% | -64.1% | -92.4% |
| 1Y | -91.5% | -38.3% | -53.2% | -93.5% |
| 3Y | -99.7% | +36.0% | -135.7% | -99.5% |
| 5Y | -99.9% | -55.0% | -45.0% | -99.9% |
| All | -100.0% | -21.3% | -78.7% | -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