-100.0%
SOXS vs TFC
+207.5%
-307.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.7% | -7.9% |
| 7D | -15.6% | +2.2% | -17.8% | -13.0% |
| 30D | +4.8% | -2.5% | +7.2% | +1.0% |
| 3M | -21.6% | +4.5% | -26.2% | -18.6% |
| 6M | -99.3% | +11.0% | -110.3% | -99.1% |
| YTD | -99.5% | +5.9% | -105.4% | -99.4% |
| 1Y | -99.8% | +14.6% | -114.3% | -99.7% |
| 3Y | -100.0% | +96.7% | -196.7% | -99.9% |
| 5Y | -100.0% | +15.6% | -115.6% | -100.0% |
| 10Y | -100.0% | +98.6% | -198.6% | -100.0% |
| All | -100.0% | +207.5% | -307.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling