-100.0%
SOXS vs TMF
-50.2%
-49.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +2.0% |
| 7D | +3.2% | -1.1% | +4.3% | +3.7% |
| 30D | +61.0% | +11.8% | +49.2% | +55.0% |
| 3M | +24.0% | -4.0% | +28.0% | +26.3% |
| 6M | -35.9% | -16.5% | -19.4% | -32.3% |
| YTD | -90.9% | -19.9% | -71.0% | -90.4% |
| 1Y | -91.5% | -25.6% | -65.9% | -90.8% |
| 3Y | -99.7% | -29.9% | -69.8% | -99.7% |
| 5Y | -99.9% | -88.2% | -11.7% | -99.9% |
| 10Y | -100.0% | -81.7% | -18.3% | -100.0% |
| All | -100.0% | -50.2% | -49.8% | -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