-99.7%
SOXS vs TER
+188.5%
-288.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -5.4% | +16.5% | +2.5% |
| 7D | -28.4% | +14.4% | -42.8% | -4.8% |
| 30D | +19.4% | -30.6% | +50.0% | -14.3% |
| 3M | +28.2% | -39.2% | +67.3% | -14.5% |
| 6M | -37.7% | -31.3% | -6.4% | -12.2% |
| YTD | -91.6% | +29.1% | -120.7% | -58.3% |
| 1Y | -93.1% | +47.4% | -140.5% | -54.1% |
| 3Y | -99.7% | +191.2% | -290.9% | -75.5% |
| All | -99.7% | +188.5% | -288.2% | -75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling