-100.0%
SOXS vs TMF
-52.4%
-47.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | +2.7% |
| 7D | -43.7% | -8.2% | -35.5% | -41.8% |
| 30D | +22.2% | +5.3% | +16.8% | +20.4% |
| 3M | +13.0% | -8.5% | +21.5% | +17.3% |
| 6M | -47.7% | -17.2% | -30.5% | -44.6% |
| YTD | -92.5% | -23.4% | -69.1% | -91.9% |
| 1Y | -93.1% | -30.2% | -62.9% | -92.3% |
| 3Y | -99.7% | -32.9% | -66.8% | -99.7% |
| 5Y | -99.9% | -88.5% | -11.4% | -99.9% |
| 10Y | -100.0% | -82.2% | -17.8% | -100.0% |
| All | -100.0% | -52.4% | -47.6% | -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