+113.9%
SOXX vs DTE
+3.0%
+110.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.3% |
| 7D | +2.2% | +0.2% | +2.0% | +2.3% |
| 30D | -2.0% | -2.6% | +0.5% | -2.7% |
| 3M | -13.7% | -3.9% | -9.8% | -15.3% |
| 6M | +52.4% | -7.9% | +60.3% | +49.3% |
| YTD | +72.8% | +7.2% | +65.6% | +68.2% |
| 1Y | +113.9% | +3.1% | +110.8% | +110.4% |
| All | +113.9% | +3.0% | +110.9% | +110.4% |
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