-99.9%
DFNS vs SOXQ
+288.7%
-388.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.6% |
| 7D | +0.8% | +5.3% | -4.5% | +1.4% |
| 30D | -73.2% | -3.7% | -69.5% | -73.5% |
| 3M | -72.4% | -7.8% | -64.6% | -72.4% |
| 6M | -95.2% | +58.4% | -153.6% | -94.9% |
| YTD | -98.0% | +68.1% | -166.1% | -97.8% |
| 1Y | -98.3% | +105.4% | -203.6% | -98.1% |
| 3Y | -99.9% | +239.2% | -339.1% | -99.9% |
| 5Y | -99.9% | +266.9% | -366.8% | -99.8% |
| All | -99.9% | +288.7% | -388.6% | -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 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