-100.0%
SOXS vs TLN
+602.5%
-702.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.8% | -7.6% | -1.8% |
| 7D | -15.6% | +10.9% | -26.5% | -4.6% |
| 30D | +4.8% | -6.3% | +11.1% | +0.4% |
| 3M | -21.6% | -10.7% | -10.9% | -19.3% |
| 6M | -99.3% | +1.6% | -101.0% | -98.5% |
| YTD | -99.5% | -13.1% | -86.4% | -99.0% |
| 1Y | -99.8% | -15.1% | -84.7% | -99.5% |
| 3Y | -100.0% | +495.0% | -595.0% | -99.6% |
| All | -100.0% | +602.5% | -702.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling