-100.0%
SOXS vs DUK
+390.3%
-490.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.9% | +9.0% | +7.4% |
| 7D | -9.4% | -1.7% | -7.7% | -10.6% |
| 30D | +6.2% | -2.2% | +8.4% | +4.1% |
| 3M | -28.0% | -3.7% | -24.3% | -31.6% |
| 6M | -99.2% | -6.3% | -92.8% | -99.3% |
| YTD | -99.5% | +4.5% | -104.0% | -99.5% |
| 1Y | -99.7% | +1.8% | -101.6% | -99.8% |
| 3Y | -100.0% | +46.8% | -146.8% | -100.0% |
| 5Y | -100.0% | +40.2% | -140.2% | -100.0% |
| 10Y | -100.0% | +129.8% | -229.8% | -100.0% |
| All | -100.0% | +390.3% | -490.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling