-100.0%
SOXS vs DOCU
+104.4%
-204.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.3% |
| 7D | +3.2% | -3.4% | +6.6% | +1.0% |
| 30D | +61.0% | +9.3% | +51.7% | +71.1% |
| 3M | +24.0% | +30.2% | -6.2% | +48.4% |
| 6M | -35.9% | +62.1% | -98.1% | -14.1% |
| YTD | -90.9% | +13.5% | -104.4% | -91.0% |
| 1Y | -91.5% | +11.5% | -103.0% | -91.7% |
| 3Y | -99.7% | +89.5% | -189.2% | -99.3% |
| 5Y | -99.9% | -69.6% | -30.3% | -99.9% |
| All | -100.0% | +104.4% | -204.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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