-93.1%
SOXS vs TMF
-29.9%
-63.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | -1.3% |
| 7D | -43.7% | -8.2% | -35.5% | -46.0% |
| 30D | +22.2% | +5.3% | +16.8% | +28.3% |
| 3M | +13.0% | -8.5% | +21.5% | +1.3% |
| 6M | -47.7% | -17.2% | -30.5% | -56.0% |
| YTD | -92.5% | -23.4% | -69.1% | -93.7% |
| 1Y | -93.1% | -30.2% | -62.9% | -94.9% |
| All | -93.1% | -29.9% | -63.3% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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