-100.0%
SOXS vs TLT
-2.1%
-97.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.2% | +9.3% | +7.4% |
| 7D | -9.4% | -1.6% | -7.8% | -10.2% |
| 30D | +6.2% | -1.3% | +7.5% | +5.3% |
| 3M | -28.0% | -3.7% | -24.3% | -29.3% |
| 6M | -99.2% | -6.4% | -92.8% | -99.2% |
| YTD | -99.5% | -4.5% | -95.0% | -99.5% |
| 1Y | -99.7% | -5.9% | -93.9% | -99.7% |
| All | -100.0% | -2.1% | -97.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling