-99.9%
SOXS vs DOCS
-52.4%
-47.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.4% | +10.6% | +11.3% |
| 7D | -28.4% | +2.6% | -31.0% | -27.3% |
| 30D | +19.4% | +11.4% | +8.0% | +27.0% |
| 3M | +28.2% | +25.4% | +2.8% | +43.6% |
| 6M | -37.7% | +42.5% | -80.2% | -26.1% |
| YTD | -91.6% | -24.7% | -66.9% | -93.3% |
| 1Y | -93.1% | -32.9% | -60.1% | -94.8% |
| 3Y | -99.7% | +39.6% | -139.3% | -99.5% |
| All | -99.9% | -52.4% | -47.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling