-91.6%
SOXS vs DE
+49.6%
-141.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.6% | +7.2% | +9.8% |
| 7D | +46.7% | +5.6% | +41.1% | +51.6% |
| 30D | +97.0% | -0.8% | +97.8% | +93.6% |
| 3M | +39.5% | +9.8% | +29.7% | +50.0% |
| 6M | -54.9% | +17.5% | -72.5% | -47.2% |
| YTD | -90.4% | +46.5% | -136.8% | -88.7% |
| 1Y | -91.6% | +46.1% | -137.8% | -90.0% |
| All | -91.6% | +49.6% | -141.3% | -90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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