-100.0%
SOXS vs TLN
+574.4%
-674.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -5.9% | -5.1% |
| 7D | -4.7% | -1.3% | -3.4% | -5.9% |
| 30D | +7.7% | -14.3% | +22.1% | -6.8% |
| 3M | -10.2% | -9.3% | -0.9% | -7.5% |
| 6M | -99.2% | -1.1% | -98.1% | -98.3% |
| YTD | -99.5% | -16.6% | -83.0% | -99.0% |
| 1Y | -99.8% | -22.0% | -77.8% | -99.5% |
| 3Y | -100.0% | +470.2% | -570.2% | -99.7% |
| All | -100.0% | +574.4% | -674.4% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling