-99.9%
SOXS vs TEM
+46.9%
-146.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -4.1% | +12.2% | +6.1% |
| 7D | -9.4% | -9.2% | -0.3% | -13.3% |
| 30D | +6.2% | +5.5% | +0.7% | +10.5% |
| 3M | -28.0% | +18.7% | -46.7% | -15.8% |
| 6M | -99.2% | +15.4% | -114.6% | -98.9% |
| YTD | -99.5% | -0.5% | -99.0% | -99.4% |
| 1Y | -99.7% | -24.8% | -74.9% | -99.7% |
| All | -99.9% | +46.9% | -146.8% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling