+57.4%
DECK vs SOXQ
+195.3%
-137.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -12.1% | +10.6% | +3.6% |
| 7D | +6.0% | -21.6% | +27.6% | +16.9% |
| 30D | +7.4% | -31.7% | +39.2% | +25.4% |
| 3M | -11.7% | -24.8% | +13.1% | -2.0% |
| 6M | -11.0% | -17.7% | +6.7% | -10.2% |
| YTD | -15.4% | +27.7% | -43.1% | -33.9% |
| 1Y | +7.2% | +26.0% | -18.8% | -16.2% |
| 3Y | -11.8% | +165.7% | -177.5% | -58.2% |
| 5Y | +24.3% | +150.1% | -125.8% | -39.5% |
| All | +57.4% | +195.3% | -137.9% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling