-99.8%
SOXS vs TLT
-5.9%
-93.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.3% |
| 7D | -4.7% | -1.6% | -3.1% | -7.9% |
| 30D | +7.7% | -1.1% | +8.9% | +4.6% |
| 3M | -10.2% | -4.9% | -5.3% | -19.3% |
| 6M | -99.2% | -5.0% | -94.2% | -99.1% |
| YTD | -99.5% | -4.4% | -95.2% | -99.5% |
| 1Y | -99.8% | -6.4% | -93.4% | -99.7% |
| All | -99.8% | -5.9% | -93.8% | -99.7% |
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