-91.6%
SOXS vs TEM
-11.1%
-80.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.8% | +11.6% | +7.2% |
| 7D | +46.7% | -1.3% | +48.0% | +46.2% |
| 30D | +97.0% | -9.5% | +106.5% | +93.8% |
| 3M | +39.5% | +60.7% | -21.2% | +99.4% |
| 6M | -54.9% | +35.5% | -90.4% | -36.6% |
| YTD | -90.4% | +28.0% | -118.4% | -85.5% |
| 1Y | -91.6% | -10.5% | -81.1% | -91.0% |
| All | -91.6% | -11.1% | -80.5% | -91.0% |
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