-100.0%
SOXS vs TLT
-12.6%
-87.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.4% | +11.5% | +11.3% |
| 7D | -28.4% | -3.1% | -25.3% | -27.0% |
| 30D | +19.4% | +1.0% | +18.4% | +19.2% |
| 3M | +28.2% | -2.7% | +30.9% | +30.7% |
| 6M | -37.7% | -4.1% | -33.6% | -36.5% |
| YTD | -91.6% | -5.4% | -86.3% | -91.4% |
| 1Y | -93.1% | -7.0% | -86.1% | -92.8% |
| 3Y | -99.7% | +2.8% | -102.5% | -99.7% |
| 5Y | -99.9% | -35.4% | -64.6% | -99.9% |
| All | -100.0% | -12.6% | -87.4% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling