-99.9%
SOXS vs TEM
+60.7%
-160.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -5.1% |
| 7D | -15.6% | +3.2% | -18.8% | -14.3% |
| 30D | +4.8% | +23.5% | -18.8% | +17.2% |
| 3M | -21.6% | +32.3% | -53.9% | -3.8% |
| 6M | -99.3% | +23.0% | -122.4% | -99.1% |
| YTD | -99.5% | +8.9% | -108.4% | -99.4% |
| 1Y | -99.8% | -19.9% | -79.9% | -99.7% |
| All | -99.9% | +60.7% | -160.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling