-100.0%
SOXS vs TECK
+65.8%
-165.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -4.3% |
| 7D | -4.7% | -3.8% | -0.9% | -9.6% |
| 30D | +7.7% | +0.7% | +7.0% | +10.0% |
| 3M | -10.2% | +4.6% | -14.8% | +11.4% |
| 6M | -99.2% | +25.1% | -124.3% | -97.0% |
| YTD | -99.5% | +39.2% | -138.7% | -97.8% |
| 1Y | -99.8% | +60.3% | -160.1% | -98.5% |
| 3Y | -100.0% | +62.9% | -162.9% | -99.8% |
| All | -100.0% | +65.8% | -165.8% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling