-100.0%
SOXS vs DECK
+938.4%
-1,038.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +4.3% | -26.6% | -17.9% |
| 7D | -5.1% | +6.4% | -11.4% | +2.1% |
| 30D | +60.4% | +9.1% | +51.3% | +76.2% |
| 3M | +32.7% | -7.2% | +39.9% | +22.6% |
| 6M | -36.2% | -9.9% | -26.2% | -43.5% |
| YTD | -90.9% | -12.8% | -78.1% | -91.8% |
| 1Y | -92.2% | +10.6% | -102.8% | -90.8% |
| 3Y | -99.7% | -13.8% | -85.9% | -99.6% |
| 5Y | -99.9% | +27.6% | -127.5% | -99.6% |
| 10Y | -100.0% | +887.0% | -987.0% | -100.0% |
| All | -100.0% | +938.4% | -1,038.4% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling