-100.0%
SOXS vs DE
+1,486.7%
-1,586.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.2% | -6.1% |
| 7D | -4.7% | -2.6% | -2.2% | -8.6% |
| 30D | +7.7% | +9.0% | -1.3% | +21.7% |
| 3M | -10.2% | +19.1% | -29.3% | +20.5% |
| 6M | -99.2% | +14.4% | -113.6% | -98.9% |
| YTD | -99.5% | +45.9% | -145.5% | -99.1% |
| 1Y | -99.8% | +43.6% | -143.4% | -99.5% |
| 3Y | -100.0% | +75.9% | -175.9% | -99.9% |
| 5Y | -100.0% | +98.8% | -198.8% | -100.0% |
| 10Y | -100.0% | +861.4% | -961.4% | -100.0% |
| All | -100.0% | +1,486.7% | -1,586.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling