-100.0%
SOXS vs TEVA
+300.5%
-400.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.0% | -7.6% | -4.1% |
| 7D | -4.7% | +2.0% | -6.8% | -3.2% |
| 30D | +7.7% | +1.0% | +6.8% | +8.8% |
| 3M | -10.2% | +7.3% | -17.5% | -6.8% |
| 6M | -99.2% | +21.7% | -120.9% | -98.9% |
| YTD | -99.5% | +18.8% | -118.4% | -99.3% |
| 1Y | -99.8% | +86.5% | -186.2% | -99.5% |
| 3Y | -100.0% | +269.4% | -369.4% | -99.9% |
| All | -100.0% | +300.5% | -400.5% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling