-100.0%
SOXS vs TFC
+91.9%
-191.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -3.0% |
| 7D | -16.6% | -1.3% | -15.3% | -18.3% |
| 30D | -4.4% | -2.3% | -2.0% | -7.8% |
| 3M | -26.2% | +2.5% | -28.7% | -25.3% |
| 6M | -99.3% | +9.5% | -108.7% | -99.0% |
| YTD | -99.5% | +5.1% | -104.6% | -99.4% |
| 1Y | -99.8% | +15.5% | -115.3% | -99.7% |
| All | -100.0% | +91.9% | -191.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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