-91.6%
SOXS vs TEVA
+106.6%
-198.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +8.9% | +8.7% |
| 7D | +46.7% | +4.7% | +42.0% | +49.9% |
| 30D | +97.0% | +5.5% | +91.4% | +102.2% |
| 3M | +39.5% | +21.6% | +18.0% | +53.5% |
| 6M | -54.9% | +18.4% | -73.3% | -53.1% |
| YTD | -90.4% | +34.1% | -124.5% | -88.1% |
| 1Y | -91.6% | +104.5% | -196.2% | -85.8% |
| All | -91.6% | +106.6% | -198.2% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling