+30.8%
SOXX vs DTE
+4.1%
+26.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -70.7% | -1.9% | -68.8% | -70.3% |
| 7D | -23.0% | +0.3% | -23.3% | -21.4% |
| 30D | -32.9% | +5.2% | -38.1% | -30.4% |
| 3M | -25.3% | -2.5% | -22.7% | -24.2% |
| 6M | -17.8% | -4.4% | -13.4% | -17.6% |
| YTD | +32.1% | +7.2% | +24.9% | +28.9% |
| 1Y | +30.8% | +4.1% | +26.7% | +28.4% |
| All | +30.8% | +4.1% | +26.7% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling