-100.0%
SOXS vs DECK
+1,095.4%
-1,195.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.6% | -11.7% | -8.8% |
| 7D | -7.0% | -2.2% | -4.8% | -8.5% |
| 30D | +2.8% | -13.6% | +16.4% | -10.3% |
| 3M | -9.8% | -21.2% | +11.4% | -29.1% |
| 6M | -99.2% | -21.1% | -78.1% | -98.9% |
| YTD | -99.5% | -17.2% | -82.3% | -99.3% |
| 1Y | -99.8% | -30.7% | -69.0% | -99.7% |
| 3Y | -100.0% | -3.4% | -96.6% | -99.9% |
| 5Y | -100.0% | +25.5% | -125.5% | -100.0% |
| 10Y | -100.0% | +714.7% | -814.7% | -100.0% |
| All | -100.0% | +1,095.4% | -1,195.4% | -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