-100.0%
SOXS vs TER
+229.2%
-329.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | +3.7% |
| 7D | -16.6% | +12.4% | -28.9% | +3.8% |
| 30D | -4.4% | +5.1% | -9.5% | +10.8% |
| 3M | -26.2% | +4.0% | -30.2% | +31.7% |
| 6M | -99.3% | +29.5% | -128.8% | -91.8% |
| YTD | -99.5% | +98.5% | -198.0% | -87.1% |
| 1Y | -99.8% | +234.1% | -333.9% | -80.8% |
| 3Y | -100.0% | +289.0% | -389.0% | -93.2% |
| 5Y | -100.0% | +228.2% | -328.2% | -97.1% |
| All | -100.0% | +229.2% | -329.2% | -97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling