+1,537.1%
SOXX vs DTE
+137.8%
+1,399.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.3% |
| 7D | +1.4% | -2.6% | +4.0% | +2.2% |
| 30D | -3.6% | -4.4% | +0.8% | -2.2% |
| 3M | -10.2% | -8.3% | -1.8% | -7.9% |
| 6M | +54.2% | -8.1% | +62.3% | +57.4% |
| YTD | +75.2% | +4.4% | +70.8% | +70.7% |
| 1Y | +107.5% | +0.2% | +107.3% | +104.8% |
| 3Y | +226.8% | +42.6% | +184.2% | +175.9% |
| 5Y | +251.2% | +31.5% | +219.8% | +203.7% |
| All | +1,537.1% | +137.8% | +1,399.3% | +1,031.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling