-99.8%
SOXS vs TAP
-14.5%
-85.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.2% | -10.0% | -9.9% |
| 7D | -7.0% | -2.3% | -4.7% | -4.0% |
| 30D | +2.8% | -2.1% | +4.9% | +5.3% |
| 3M | -9.8% | +6.6% | -16.5% | -13.4% |
| 6M | -99.2% | -11.5% | -87.7% | -98.6% |
| YTD | -99.5% | -10.3% | -89.2% | -99.2% |
| 1Y | -99.8% | -14.4% | -85.4% | -99.6% |
| All | -99.8% | -14.5% | -85.3% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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