-100.0%
SOXS vs TMUS
+34.7%
-134.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.1% | +8.2% | +8.1% |
| 7D | -9.4% | -5.8% | -3.6% | -6.5% |
| 30D | +6.2% | -0.2% | +6.4% | +6.7% |
| 3M | -28.0% | -4.0% | -24.1% | -26.4% |
| 6M | -99.2% | -18.1% | -81.1% | -99.1% |
| YTD | -99.5% | -11.3% | -88.2% | -99.5% |
| 1Y | -99.7% | -24.7% | -75.0% | -99.7% |
| All | -100.0% | +34.7% | -134.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling