-100.0%
SOXS vs TKO
+1,573.2%
-1,673.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -5.9% | -5.3% |
| 7D | -4.7% | +2.3% | -7.1% | -3.0% |
| 30D | +7.7% | -2.5% | +10.2% | +5.8% |
| 3M | -10.2% | -10.6% | +0.4% | -18.4% |
| 6M | -99.2% | -5.1% | -94.2% | -99.4% |
| YTD | -99.5% | -8.2% | -91.3% | -99.6% |
| 1Y | -99.8% | -4.4% | -95.3% | -99.8% |
| 3Y | -100.0% | +100.4% | -200.4% | -100.0% |
| 5Y | -100.0% | +294.3% | -394.3% | -100.0% |
| 10Y | -100.0% | +983.2% | -1,083.2% | -100.0% |
| All | -100.0% | +1,573.2% | -1,673.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling