-100.0%
SOXS vs TMO
+19.5%
-119.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -4.4% |
| 7D | -4.7% | -0.6% | -4.1% | -5.4% |
| 30D | +7.7% | +1.1% | +6.6% | +8.8% |
| 3M | -10.2% | +28.3% | -38.5% | +16.3% |
| 6M | -99.2% | +23.3% | -122.5% | -99.0% |
| YTD | -99.5% | +5.5% | -105.0% | -99.5% |
| 1Y | -99.8% | +24.5% | -124.3% | -99.7% |
| 3Y | -100.0% | +19.6% | -119.6% | -100.0% |
| All | -100.0% | +19.5% | -119.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 3y: compounded portfolio wealth divided by compounded TMO 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…
3y analysis · Full analysis span regression · 6 months rolling