-91.5%
SOXS vs DOCS
-39.1%
-52.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +1.1% | -23.4% | -22.4% |
| 7D | -5.1% | 0.0% | -5.1% | -5.4% |
| 30D | +60.4% | +7.8% | +52.6% | +56.8% |
| 3M | +32.7% | +20.0% | +12.7% | +26.3% |
| 6M | -36.2% | +26.5% | -62.7% | -41.6% |
| YTD | -90.9% | -25.8% | -65.1% | -91.9% |
| All | -91.5% | -39.1% | -52.4% | -92.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling