-100.0%
SOXS vs TMUS
+1,534.3%
-1,634.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.6% | +11.7% | +10.6% |
| 7D | -28.4% | +4.9% | -33.3% | -24.9% |
| 30D | +19.4% | +7.7% | +11.7% | +24.8% |
| 3M | +28.2% | -6.8% | +34.9% | +17.8% |
| 6M | -37.7% | -9.7% | -28.0% | -46.7% |
| YTD | -91.6% | -15.0% | -76.7% | -93.4% |
| 1Y | -93.1% | -19.1% | -73.9% | -94.8% |
| 3Y | -99.7% | +21.4% | -121.1% | -99.7% |
| 5Y | -99.9% | +51.2% | -151.1% | -99.9% |
| 10Y | -100.0% | +240.2% | -340.2% | -100.0% |
| All | -100.0% | +1,534.3% | -1,634.3% | -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