-100.0%
SOXS vs TLT
-34.2%
-65.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -2.1% |
| 7D | -16.6% | -0.3% | -16.3% | -16.6% |
| 30D | -4.4% | 0.0% | -4.3% | -4.4% |
| 3M | -26.2% | -2.9% | -23.4% | -26.7% |
| 6M | -99.3% | -6.3% | -93.0% | -99.3% |
| YTD | -99.5% | -3.3% | -96.2% | -99.5% |
| 1Y | -99.8% | -4.2% | -95.6% | -99.8% |
| 3Y | -100.0% | -1.7% | -98.3% | -100.0% |
| 5Y | -100.0% | -34.9% | -65.1% | -100.0% |
| All | -100.0% | -34.2% | -65.8% | -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 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