-99.3%
SOXS vs TGT
+35.0%
-134.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | +0.2% |
| 7D | -16.6% | -3.6% | -13.0% | -14.5% |
| 30D | -4.4% | +4.4% | -8.8% | -7.1% |
| 3M | -26.2% | +25.4% | -51.6% | -28.7% |
| 6M | -99.3% | +33.4% | -132.6% | -99.2% |
| All | -99.3% | +35.0% | -134.3% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 6mo: compounded portfolio wealth divided by compounded TGT 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…
6mo analysis · Full analysis span regression · 6 months rolling