-100.0%
SOXS vs DOW
-15.9%
-84.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -2.6% |
| 7D | -16.6% | -6.0% | -10.6% | -22.8% |
| 30D | -4.4% | -2.7% | -1.6% | -8.0% |
| 3M | -26.2% | -10.5% | -15.8% | -39.6% |
| 6M | -99.3% | -12.4% | -86.8% | -99.7% |
| YTD | -99.5% | +30.0% | -129.6% | -99.7% |
| 1Y | -99.8% | +27.8% | -127.6% | -99.8% |
| 3Y | -100.0% | -34.9% | -65.0% | -100.0% |
| 5Y | -100.0% | -35.9% | -64.1% | -100.0% |
| All | -100.0% | -15.9% | -84.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling