-100.0%
SOXS vs TLN
+483.9%
-583.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -4.0% |
| 7D | -16.6% | +5.8% | -22.4% | -10.6% |
| 30D | -4.4% | -6.9% | +2.5% | -9.1% |
| 3M | -26.2% | -10.9% | -15.3% | -24.4% |
| 6M | -99.3% | -4.6% | -94.7% | -98.4% |
| YTD | -99.5% | -14.7% | -84.8% | -99.0% |
| 1Y | -99.8% | -17.9% | -81.9% | -99.5% |
| All | -100.0% | +483.9% | -583.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling