-93.1%
SOXS vs DECK
+3.6%
-96.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +2.7% | +8.4% | +11.5% |
| 7D | -28.4% | +0.1% | -28.6% | -28.3% |
| 30D | +19.4% | +4.8% | +14.6% | +20.2% |
| 3M | +28.2% | -6.9% | +35.1% | +26.6% |
| 6M | -37.7% | -7.6% | -30.1% | -37.3% |
| YTD | -91.6% | -16.3% | -75.4% | -91.9% |
| 1Y | -93.1% | +4.5% | -97.5% | -92.7% |
| All | -93.1% | +3.6% | -96.7% | -92.7% |
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