-93.5%
SOXS vs DECK
+9.5%
-103.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -1.6% | -16.6% | -18.4% |
| 7D | -22.3% | -0.8% | -21.5% | -22.1% |
| 30D | +21.9% | +4.9% | +17.0% | +22.8% |
| 3M | +4.2% | -5.8% | +10.0% | +3.1% |
| 6M | -43.4% | -8.6% | -34.8% | -43.5% |
| YTD | -92.5% | -14.7% | -77.8% | -92.7% |
| 1Y | -93.5% | +6.9% | -100.3% | -92.9% |
| All | -93.5% | +9.5% | -103.0% | -92.9% |
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