-100.0%
SOXS vs TGT
+372.2%
-472.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.1% | +9.2% | +6.9% |
| 7D | -9.4% | -5.0% | -4.4% | -14.2% |
| 30D | +6.2% | +3.0% | +3.1% | +8.8% |
| 3M | -28.0% | +22.6% | -50.6% | -13.7% |
| 6M | -99.2% | +31.2% | -130.4% | -99.0% |
| YTD | -99.5% | +63.7% | -163.2% | -99.2% |
| 1Y | -99.7% | +78.5% | -178.2% | -99.5% |
| 3Y | -100.0% | +40.5% | -140.5% | -100.0% |
| 5Y | -100.0% | -25.6% | -74.4% | -100.0% |
| 10Y | -100.0% | +204.7% | -304.7% | -100.0% |
| All | -100.0% | +372.2% | -472.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling