-100.0%
SOXS vs TENB
+1.3%
-101.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -2.0% |
| 7D | -16.6% | -1.7% | -14.9% | -18.0% |
| 30D | -4.4% | -8.3% | +3.9% | -11.5% |
| 3M | -26.2% | +26.2% | -52.4% | -4.0% |
| 6M | -99.3% | +60.2% | -159.4% | -98.5% |
| YTD | -99.5% | +43.1% | -142.6% | -99.1% |
| 1Y | -99.8% | +9.4% | -109.1% | -99.7% |
| 3Y | -100.0% | -23.9% | -76.1% | -100.0% |
| 5Y | -100.0% | -28.2% | -71.8% | -100.0% |
| All | -100.0% | +1.3% | -101.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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