+107.5%
SOXX vs DE
+45.1%
+62.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +1.4% | -2.6% | +4.0% | +2.1% |
| 30D | -3.6% | +9.0% | -12.6% | -6.1% |
| 3M | -10.2% | +19.1% | -29.3% | -14.1% |
| 6M | +54.2% | +14.4% | +39.9% | +47.5% |
| YTD | +75.2% | +45.9% | +29.3% | +66.2% |
| 1Y | +107.5% | +43.6% | +63.9% | +97.9% |
| All | +107.5% | +45.1% | +62.4% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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