-100.0%
SOXS vs DECK
-3.0%
-97.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.6% | -11.7% | -8.9% |
| 7D | -7.0% | -2.2% | -4.8% | -8.4% |
| 30D | +2.8% | -13.6% | +16.4% | -9.4% |
| 3M | -9.8% | -21.2% | +11.4% | -28.3% |
| 6M | -99.2% | -21.1% | -78.1% | -98.8% |
| YTD | -99.5% | -17.2% | -82.3% | -99.3% |
| 1Y | -99.8% | -30.7% | -69.0% | -99.7% |
| All | -100.0% | -3.0% | -97.0% | -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 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