-100.0%
SOXS vs DUK
+39.2%
-139.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | -4.7% | -0.7% | -4.1% | -4.5% |
| 30D | +7.7% | -2.4% | +10.2% | +9.2% |
| 3M | -10.2% | -3.0% | -7.2% | -7.6% |
| 6M | -99.2% | -6.6% | -92.7% | -99.1% |
| YTD | -99.5% | +4.6% | -104.1% | -99.5% |
| 1Y | -99.8% | +1.2% | -101.0% | -99.7% |
| 3Y | -100.0% | +45.7% | -145.6% | -100.0% |
| All | -100.0% | +39.2% | -139.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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