-91.6%
SOXS vs TMUS
-20.4%
-71.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.1% | +5.7% | +4.6% |
| 7D | +46.7% | +7.5% | +39.2% | +35.5% |
| 30D | +97.0% | -3.3% | +100.3% | +100.8% |
| 3M | +39.5% | -9.7% | +49.2% | +57.5% |
| 6M | -54.9% | -17.2% | -37.7% | -43.3% |
| YTD | -90.4% | -20.3% | -70.0% | -86.9% |
| 1Y | -91.6% | -21.2% | -70.4% | -88.6% |
| All | -91.6% | -20.4% | -71.2% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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