-100.0%
SOXS vs TD
+547.5%
-647.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -4.4% |
| 7D | -16.6% | -1.9% | -14.7% | -20.5% |
| 30D | -4.4% | -1.6% | -2.8% | -6.9% |
| 3M | -26.2% | +4.6% | -30.8% | -14.6% |
| 6M | -99.3% | +26.8% | -126.1% | -98.3% |
| YTD | -99.5% | +28.3% | -127.9% | -98.9% |
| 1Y | -99.8% | +60.4% | -160.2% | -99.1% |
| 3Y | -100.0% | +125.7% | -225.7% | -99.8% |
| 5Y | -100.0% | +122.4% | -222.4% | -100.0% |
| 10Y | -100.0% | +297.1% | -397.1% | -100.0% |
| All | -100.0% | +547.5% | -647.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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