-100.0%
SOXS vs TECK
+132.4%
-232.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -3.8% |
| 7D | -16.6% | +4.9% | -21.4% | -13.1% |
| 30D | -4.4% | +5.2% | -9.5% | 0.0% |
| 3M | -26.2% | +13.8% | -40.0% | -8.9% |
| 6M | -99.3% | +38.5% | -137.8% | -98.2% |
| YTD | -99.5% | +47.3% | -146.9% | -98.7% |
| 1Y | -99.8% | +81.0% | -180.8% | -99.3% |
| 3Y | -100.0% | +79.9% | -179.8% | -99.9% |
| 5Y | -100.0% | +207.9% | -307.9% | -100.0% |
| 10Y | -100.0% | +389.5% | -489.5% | -100.0% |
| All | -100.0% | +132.4% | -232.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling