-100.0%
SOXS vs DOW
-37.7%
-62.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.1% | -3.5% | -7.7% |
| 7D | -4.7% | -1.4% | -3.4% | -6.3% |
| 30D | +7.7% | -3.9% | +11.7% | +2.8% |
| 3M | -10.2% | -12.7% | +2.5% | -26.9% |
| 6M | -99.2% | -13.7% | -85.5% | -99.6% |
| YTD | -99.5% | +28.4% | -127.9% | -99.6% |
| 1Y | -99.8% | +21.8% | -121.5% | -99.8% |
| 3Y | -100.0% | -35.7% | -64.3% | -100.0% |
| All | -100.0% | -37.7% | -62.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling