-100.0%
SOXS vs TDY
+39.0%
-139.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -2.6% |
| 7D | -4.7% | -1.1% | -3.6% | -7.5% |
| 30D | +7.7% | -12.0% | +19.8% | -20.8% |
| 3M | -10.2% | -3.2% | -7.0% | -8.5% |
| 6M | -99.2% | -7.9% | -91.3% | -98.8% |
| YTD | -99.5% | +18.2% | -117.7% | -98.6% |
| 1Y | -99.8% | +6.7% | -106.4% | -99.5% |
| 3Y | -100.0% | +47.5% | -147.5% | -99.9% |
| All | -100.0% | +39.0% | -139.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 5y: compounded portfolio wealth divided by compounded TDY 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…
5y analysis · Full analysis span regression · 6 months rolling