-91.6%
SOXS vs THC
+46.1%
-137.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +9.6% | -0.8% | +7.3% |
| 7D | +46.7% | +8.8% | +37.8% | +44.8% |
| 30D | +97.0% | +12.6% | +84.3% | +94.0% |
| 3M | +39.5% | +15.4% | +24.2% | +37.1% |
| 6M | -54.9% | +57.7% | -112.6% | -54.8% |
| YTD | -90.4% | +47.1% | -137.4% | -90.5% |
| 1Y | -91.6% | +40.7% | -132.3% | -91.9% |
| All | -91.6% | +46.1% | -137.8% | -91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 1y: compounded portfolio wealth divided by compounded THC 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…
1y analysis · Full analysis span regression · 6 months rolling