-91.6%
SOXS vs TKO
+5.6%
-97.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.4% | +5.4% | +8.1% |
| 7D | +46.7% | +11.3% | +35.4% | +44.3% |
| 30D | +97.0% | +9.3% | +87.7% | +94.1% |
| 3M | +39.5% | +5.3% | +34.3% | +38.5% |
| 6M | -54.9% | +4.9% | -59.8% | -53.2% |
| YTD | -90.4% | -6.3% | -84.1% | -90.6% |
| 1Y | -91.6% | +4.9% | -96.6% | -90.3% |
| All | -91.6% | +5.6% | -97.3% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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