-99.9%
SOXS vs DOCU
-71.0%
-28.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -1.7% | -11.0% | -13.7% |
| 7D | +36.2% | -5.5% | +41.8% | +31.4% |
| 30D | +131.5% | +12.6% | +118.8% | +149.5% |
| 3M | +60.5% | +36.4% | +24.1% | +96.9% |
| 6M | -25.9% | +66.8% | -92.7% | -0.4% |
| YTD | -88.3% | +13.5% | -101.8% | -88.7% |
| 1Y | -89.6% | +11.3% | -100.9% | -90.0% |
| 3Y | -99.6% | +92.1% | -191.7% | -99.2% |
| All | -99.9% | -71.0% | -28.9% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling