-100.0%
SOXS vs TMF
-47.7%
-52.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.4% | -10.6% | -10.3% |
| 7D | -7.0% | -1.4% | -5.5% | -6.5% |
| 30D | +2.8% | -2.8% | +5.6% | +3.9% |
| 3M | -9.8% | -10.9% | +1.1% | -6.8% |
| 6M | -99.2% | -21.3% | -77.9% | -99.2% |
| YTD | -99.5% | -15.9% | -83.6% | -99.5% |
| 1Y | -99.8% | -15.7% | -84.0% | -99.8% |
| 3Y | -100.0% | -43.4% | -56.6% | -100.0% |
| 5Y | -100.0% | -87.8% | -12.2% | -100.0% |
| 10Y | -100.0% | -86.7% | -13.3% | -100.0% |
| All | -100.0% | -47.7% | -52.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling