-99.8%
SOXS vs TEM
-15.5%
-84.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.1% | -10.1% | -10.2% |
| 7D | -7.0% | +0.9% | -7.9% | -6.4% |
| 30D | +2.8% | +38.4% | -35.6% | +29.7% |
| 3M | -9.8% | +23.7% | -33.5% | +17.1% |
| 6M | -99.2% | +26.0% | -125.2% | -98.7% |
| YTD | -99.5% | +9.4% | -108.9% | -99.3% |
| 1Y | -99.8% | -17.3% | -82.5% | -99.7% |
| All | -99.8% | -15.5% | -84.3% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling