-99.6%
SOXS vs DECK
-13.4%
-86.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -1.2% | -11.5% | -13.5% |
| 7D | +36.2% | +5.8% | +30.5% | +41.4% |
| 30D | +131.5% | +7.9% | +123.6% | +143.8% |
| 3M | +60.5% | -11.4% | +71.9% | +44.6% |
| 6M | -25.9% | -16.6% | -9.4% | -37.1% |
| YTD | -88.3% | -16.4% | -71.9% | -89.5% |
| 1Y | -89.6% | +8.6% | -98.3% | -88.0% |
| 3Y | -99.6% | -15.1% | -84.5% | -99.5% |
| All | -99.6% | -13.4% | -86.2% | -99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling