-91.6%
SOXS vs DTE
+5.6%
-97.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.4% | +6.3% | +6.2% |
| 7D | +46.7% | +4.2% | +42.4% | +41.5% |
| 30D | +97.0% | +10.0% | +87.0% | +83.3% |
| 3M | +39.5% | -2.1% | +41.6% | +41.5% |
| 6M | -54.9% | -4.7% | -50.3% | -51.8% |
| YTD | -90.4% | +9.3% | -99.7% | -88.8% |
| 1Y | -91.6% | +6.6% | -98.3% | -90.5% |
| All | -91.6% | +5.6% | -97.2% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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