-100.0%
SOXS vs DTE
+30.3%
-130.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -6.0% |
| 7D | -4.7% | -2.6% | -2.2% | -5.6% |
| 30D | +7.7% | -4.4% | +12.1% | +6.2% |
| 3M | -10.2% | -8.3% | -1.8% | -12.6% |
| 6M | -99.2% | -8.1% | -91.1% | -99.3% |
| YTD | -99.5% | +4.4% | -103.9% | -99.5% |
| 1Y | -99.8% | +0.2% | -99.9% | -99.8% |
| 3Y | -100.0% | +42.6% | -142.6% | -100.0% |
| All | -100.0% | +30.3% | -130.3% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling