+35.7%
SOXS vs TLT
+1.5%
+34.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.4% | +11.5% | +13.7% |
| 7D | -28.4% | -3.1% | -25.3% | -12.5% |
| 30D | +19.4% | +1.0% | +18.4% | +9.0% |
| All | +35.7% | +1.5% | +34.2% | +18.3% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling