-99.9%
DFNS vs SOXQ
+286.7%
-386.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -2.3% |
| 7D | -6.3% | +0.8% | -7.1% | -6.2% |
| 30D | -74.0% | -4.6% | -69.4% | -74.2% |
| 3M | -70.1% | -10.2% | -60.0% | -70.2% |
| 6M | -93.9% | +49.7% | -143.6% | -93.6% |
| YTD | -98.1% | +67.2% | -165.3% | -98.0% |
| 1Y | -98.3% | +98.0% | -196.3% | -98.1% |
| 3Y | -99.9% | +237.2% | -337.0% | -99.9% |
| 5Y | -99.9% | +261.3% | -361.2% | -99.8% |
| All | -99.9% | +286.7% | -386.5% | -99.8% |
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