+62.2%
DECK vs SOXQ
+228.4%
-166.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.0% | -2.7% | +1.3% |
| 7D | +6.4% | -2.9% | +9.2% | +7.0% |
| 30D | +9.1% | -20.1% | +29.2% | +18.9% |
| 3M | -7.2% | -18.6% | +11.4% | -0.4% |
| 6M | -9.9% | -14.6% | +4.7% | -9.7% |
| YTD | -12.8% | +42.1% | -54.8% | -35.0% |
| 1Y | +10.6% | +45.2% | -34.6% | -19.1% |
| 3Y | -13.8% | +195.3% | -209.1% | -60.9% |
| 5Y | +27.6% | +174.8% | -147.2% | -40.2% |
| All | +62.2% | +228.4% | -166.2% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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