-99.9%
SOXS vs TLT
-35.2%
-64.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.4% | +11.5% | +11.0% |
| 7D | -28.4% | -3.1% | -25.3% | -28.9% |
| 30D | +19.4% | +1.0% | +18.4% | +19.7% |
| 3M | +28.2% | -2.7% | +30.9% | +27.0% |
| 6M | -37.7% | -4.1% | -33.6% | -38.3% |
| YTD | -91.6% | -5.4% | -86.3% | -91.7% |
| 1Y | -93.1% | -7.0% | -86.1% | -93.2% |
| 3Y | -99.7% | +2.8% | -102.5% | -99.7% |
| All | -99.9% | -35.2% | -64.8% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling