-98.3%
DFNS vs SOXQ
+111.3%
-209.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.8% | -0.2% |
| 7D | -16.0% | +2.3% | -18.3% | -16.4% |
| 30D | -77.7% | -2.3% | -75.4% | -77.5% |
| 3M | -77.2% | -13.8% | -63.4% | -75.0% |
| 6M | -95.2% | +48.6% | -143.8% | -96.8% |
| YTD | -98.0% | +66.0% | -164.0% | -98.9% |
| 1Y | -98.3% | +107.9% | -206.1% | -99.3% |
| All | -98.3% | +111.3% | -209.6% | -99.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling