-100.0%
SOXS vs TER
+1,841.7%
-1,941.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.5% | +11.6% | +1.7% |
| 7D | -9.4% | +9.4% | -18.8% | +8.3% |
| 30D | +6.2% | -2.4% | +8.6% | +7.9% |
| 3M | -28.0% | +6.5% | -34.6% | +34.5% |
| 6M | -99.2% | +23.2% | -122.4% | -91.5% |
| YTD | -99.5% | +91.5% | -191.0% | -86.5% |
| 1Y | -99.7% | +214.8% | -314.6% | -79.8% |
| 3Y | -100.0% | +275.3% | -375.3% | -93.2% |
| 5Y | -100.0% | +211.9% | -311.9% | -96.9% |
| All | -100.0% | +1,841.7% | -1,941.7% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 10y: compounded portfolio wealth divided by compounded TER 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…
10y analysis · Full analysis span regression · 6 months rolling