-100.0%
SOXS vs TE
-48.1%
-51.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.2% | -5.2% |
| 7D | -4.7% | +0.2% | -5.0% | -4.0% |
| 30D | +7.7% | -5.9% | +13.7% | +6.9% |
| 3M | -10.2% | -45.6% | +35.4% | -18.2% |
| 6M | -99.2% | -43.4% | -55.8% | -97.5% |
| YTD | -99.5% | -31.0% | -68.5% | -98.3% |
| 1Y | -99.8% | +145.2% | -245.0% | -98.3% |
| 3Y | -100.0% | -24.1% | -75.9% | -99.9% |
| All | -100.0% | -48.1% | -51.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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