-100.0%
SOXS vs TECK
+117.8%
-217.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -6.3% | +14.4% | +2.9% |
| 7D | -9.4% | -4.2% | -5.2% | -12.0% |
| 30D | +6.2% | -0.4% | +6.5% | +6.7% |
| 3M | -28.0% | +10.1% | -38.2% | -13.4% |
| 6M | -99.2% | +26.0% | -125.2% | -98.1% |
| YTD | -99.5% | +38.0% | -137.5% | -98.7% |
| 1Y | -99.7% | +63.8% | -163.5% | -99.2% |
| 3Y | -100.0% | +68.5% | -168.5% | -99.9% |
| 5Y | -100.0% | +179.2% | -279.2% | -100.0% |
| 10Y | -100.0% | +358.6% | -458.6% | -100.0% |
| All | -100.0% | +117.8% | -217.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded TECK 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling