-100.0%
SOXS vs DECK
+1,122.3%
-1,222.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | -1.5% | +40.8% | +37.9% |
| 7D | +94.9% | +6.0% | +88.8% | +104.5% |
| 30D | +174.1% | +7.4% | +166.7% | +190.1% |
| 3M | +82.4% | -11.7% | +94.1% | +62.5% |
| 6M | -27.7% | -11.0% | -16.8% | -35.3% |
| YTD | -86.6% | -15.4% | -71.2% | -88.0% |
| 1Y | -87.2% | +7.2% | -94.4% | -85.8% |
| 3Y | -99.6% | -11.8% | -87.7% | -99.4% |
| 5Y | -99.9% | +24.3% | -124.2% | -99.6% |
| 10Y | -100.0% | +907.5% | -1,007.5% | -100.0% |
| All | -100.0% | +1,122.3% | -1,222.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling