-100.0%
SOXS vs TEL
+942.5%
-1,042.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | 0.0% | +8.1% | +8.0% |
| 7D | -9.4% | -2.3% | -7.1% | -14.6% |
| 30D | +6.2% | -6.1% | +12.2% | -8.6% |
| 3M | -28.0% | +1.7% | -29.7% | -17.1% |
| 6M | -99.2% | +1.6% | -100.8% | -97.9% |
| YTD | -99.5% | -9.1% | -90.4% | -98.9% |
| 1Y | -99.7% | -1.7% | -98.1% | -99.3% |
| 3Y | -100.0% | +67.3% | -167.3% | -99.6% |
| 5Y | -100.0% | +52.1% | -152.1% | -99.9% |
| 10Y | -100.0% | +299.3% | -399.3% | -100.0% |
| All | -100.0% | +942.5% | -1,042.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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