+33.4%
DTE vs SOXQ
+286.7%
-253.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.4% |
| 7D | -2.6% | +0.8% | -3.3% | -2.6% |
| 30D | -4.4% | -4.6% | +0.2% | -4.3% |
| 3M | -8.3% | -10.2% | +1.8% | -8.2% |
| 6M | -8.1% | +49.7% | -57.7% | -9.9% |
| YTD | +4.4% | +67.2% | -62.8% | +1.8% |
| 1Y | +0.2% | +98.0% | -97.8% | -3.2% |
| 3Y | +42.6% | +237.2% | -194.5% | +29.7% |
| 5Y | +31.5% | +261.3% | -229.8% | +14.2% |
| All | +33.4% | +286.7% | -253.2% | +16.6% |
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