-100.0%
SOXS vs TMUS
+244.6%
-344.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.6% | +11.7% | +10.5% |
| 7D | -28.4% | +4.9% | -33.3% | -24.1% |
| 30D | +19.4% | +7.7% | +11.7% | +25.8% |
| 3M | +28.2% | -6.8% | +34.9% | +13.4% |
| 6M | -37.7% | -9.7% | -28.0% | -50.8% |
| YTD | -91.6% | -15.0% | -76.7% | -94.2% |
| 1Y | -93.1% | -19.1% | -73.9% | -95.5% |
| 3Y | -99.7% | +21.4% | -121.1% | -99.6% |
| 5Y | -99.9% | +51.2% | -151.1% | -99.8% |
| All | -100.0% | +244.6% | -344.6% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling