-91.6%
SOXS vs TLT
-5.4%
-86.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.0% | +9.9% |
| 7D | +46.7% | +1.0% | +45.7% | +48.3% |
| 30D | +97.0% | +6.0% | +90.9% | +120.6% |
| 3M | +39.5% | -0.9% | +40.4% | +28.5% |
| 6M | -54.9% | -2.3% | -52.7% | -58.4% |
| YTD | -90.4% | -3.3% | -87.1% | -91.1% |
| 1Y | -91.6% | -5.6% | -86.0% | -92.2% |
| All | -91.6% | -5.4% | -86.2% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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