-99.6%
SOXS vs DOCS
+47.6%
-147.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -2.0% | -10.6% | -13.1% |
| 7D | +36.2% | -0.8% | +37.0% | +36.1% |
| 30D | +131.5% | +17.4% | +114.1% | +140.0% |
| 3M | +60.5% | +57.4% | +3.1% | +80.4% |
| 6M | -25.9% | +26.5% | -52.5% | -22.9% |
| YTD | -88.3% | -26.6% | -61.7% | -90.2% |
| 1Y | -89.6% | -48.1% | -41.6% | -92.3% |
| 3Y | -99.6% | +52.6% | -152.3% | -99.5% |
| All | -99.6% | +47.6% | -147.2% | -99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling