-99.2%
SOXS vs TLT
-4.7%
-94.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.2% | -10.4% | -9.4% |
| 7D | -7.0% | -0.4% | -6.6% | -8.6% |
| 30D | +2.8% | -0.6% | +3.4% | -2.8% |
| 3M | -9.8% | -2.7% | -7.1% | -22.1% |
| All | -99.2% | -4.7% | -94.5% | -98.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling