-100.0%
SOXS vs TAP
+37.3%
-137.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -2.6% |
| 7D | -16.6% | -5.1% | -11.5% | -20.1% |
| 30D | -4.4% | -8.4% | +4.1% | -11.7% |
| 3M | -26.2% | -3.9% | -22.3% | -31.8% |
| 6M | -99.3% | -14.4% | -84.9% | -99.7% |
| YTD | -99.5% | -14.7% | -84.8% | -99.8% |
| 1Y | -99.8% | -18.7% | -81.1% | -99.9% |
| 3Y | -100.0% | -32.6% | -67.3% | -100.0% |
| 5Y | -100.0% | -1.4% | -98.6% | -100.0% |
| 10Y | -100.0% | -50.4% | -49.6% | -100.0% |
| All | -100.0% | +37.3% | -137.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling