-91.6%
SOXS vs DECK
+11.2%
-102.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.0% | +2.8% | +9.5% |
| 7D | +46.7% | +10.4% | +36.3% | +48.5% |
| 30D | +97.0% | +11.1% | +85.9% | +99.7% |
| 3M | +39.5% | -10.8% | +50.3% | +35.9% |
| 6M | -54.9% | -8.7% | -46.2% | -55.1% |
| YTD | -90.4% | -14.0% | -76.3% | -90.7% |
| 1Y | -91.6% | +12.0% | -103.7% | -91.1% |
| All | -91.6% | +11.2% | -102.9% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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