-100.0%
SOXS vs THC
+258.2%
-358.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.8% | +1.0% |
| 7D | -16.6% | +4.1% | -20.7% | -14.0% |
| 30D | -4.4% | +3.5% | -7.9% | -2.0% |
| 3M | -26.2% | +61.7% | -88.0% | +4.9% |
| 6M | -99.3% | +11.8% | -111.1% | -99.1% |
| YTD | -99.5% | +35.4% | -134.9% | -99.3% |
| 1Y | -99.8% | +37.0% | -136.8% | -99.7% |
| 3Y | -100.0% | +260.1% | -360.1% | -99.9% |
| 5Y | -100.0% | +262.6% | -362.6% | -100.0% |
| All | -100.0% | +258.2% | -358.2% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling