-100.0%
SOXS vs TMUS
+1,544.7%
-1,644.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +0.4% |
| 7D | -43.7% | +6.5% | -50.2% | -40.3% |
| 30D | +22.2% | +11.3% | +10.9% | +30.5% |
| 3M | +13.0% | -2.9% | +15.9% | +7.2% |
| 6M | -47.7% | -10.5% | -37.1% | -55.7% |
| YTD | -92.5% | -14.4% | -78.1% | -94.1% |
| 1Y | -93.1% | -17.9% | -75.2% | -94.8% |
| 3Y | -99.7% | +21.9% | -121.6% | -99.7% |
| 5Y | -99.9% | +52.1% | -152.1% | -99.9% |
| 10Y | -100.0% | +242.4% | -342.4% | -100.0% |
| All | -100.0% | +1,544.7% | -1,644.7% | -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 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