-100.0%
SOXS vs TMUS
+1,645.6%
-1,745.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -3.5% | -6.7% | -12.9% |
| 7D | -7.0% | +0.1% | -7.1% | -7.2% |
| 30D | +2.8% | +5.3% | -2.5% | +6.1% |
| 3M | -9.8% | +3.1% | -13.0% | -12.2% |
| 6M | -99.2% | -16.5% | -82.7% | -99.4% |
| YTD | -99.5% | -9.2% | -90.3% | -99.6% |
| 1Y | -99.8% | -26.5% | -73.3% | -99.9% |
| 3Y | -100.0% | +39.0% | -139.0% | -100.0% |
| 5Y | -100.0% | +40.4% | -140.4% | -100.0% |
| 10Y | -100.0% | +303.7% | -403.7% | -100.0% |
| All | -100.0% | +1,645.6% | -1,745.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling