-100.0%
SOXS vs DOW
-34.9%
-65.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.8% | +7.3% | +8.7% |
| 7D | -9.4% | -2.4% | -7.0% | -11.3% |
| 30D | +6.2% | -4.1% | +10.2% | +2.5% |
| 3M | -28.0% | -12.4% | -15.6% | -38.6% |
| 6M | -99.2% | -10.6% | -88.6% | -99.5% |
| YTD | -99.5% | +31.1% | -130.6% | -99.5% |
| 1Y | -99.7% | +30.5% | -130.3% | -99.7% |
| All | -100.0% | -34.9% | -65.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling