+2,550.6%
SOXX vs DE
+5,065.6%
-2,515.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +1.4% | -2.6% | +4.0% | +2.7% |
| 30D | -3.6% | +9.0% | -12.6% | -8.2% |
| 3M | -10.2% | +19.1% | -29.3% | -18.3% |
| 6M | +54.2% | +14.4% | +39.9% | +42.8% |
| YTD | +75.2% | +45.9% | +29.3% | +41.8% |
| 1Y | +107.5% | +43.6% | +63.9% | +68.5% |
| 3Y | +226.8% | +75.9% | +150.9% | +134.6% |
| 5Y | +251.2% | +98.8% | +152.5% | +128.3% |
| 10Y | +1,567.6% | +861.4% | +706.2% | +354.1% |
| All | +2,550.6% | +5,065.6% | -2,515.1% | +84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling