-100.0%
SOXS vs DOW
-17.0%
-83.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.1% | -3.5% | -8.0% |
| 7D | -4.7% | -1.4% | -3.4% | -6.5% |
| 30D | +7.7% | -3.9% | +11.7% | +2.1% |
| 3M | -10.2% | -12.7% | +2.5% | -28.1% |
| 6M | -99.2% | -13.7% | -85.5% | -99.7% |
| YTD | -99.5% | +28.4% | -127.9% | -99.7% |
| 1Y | -99.8% | +21.8% | -121.5% | -99.8% |
| 3Y | -100.0% | -35.7% | -64.3% | -100.0% |
| 5Y | -100.0% | -36.8% | -63.2% | -100.0% |
| All | -100.0% | -17.0% | -83.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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