-100.0%
SOXS vs TNA
+430.4%
-530.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.6% | -4.4% |
| 7D | -4.7% | -7.3% | +2.5% | -11.9% |
| 30D | +7.7% | -14.2% | +21.9% | -6.9% |
| 3M | -10.2% | -4.6% | -5.6% | -3.7% |
| 6M | -99.2% | +36.9% | -136.1% | -97.0% |
| YTD | -99.5% | +42.5% | -142.1% | -98.0% |
| 1Y | -99.8% | +45.8% | -145.5% | -98.8% |
| 3Y | -100.0% | +104.7% | -204.6% | -99.7% |
| 5Y | -100.0% | -21.7% | -78.3% | -99.9% |
| 10Y | -100.0% | +83.8% | -183.8% | -100.0% |
| All | -100.0% | +430.4% | -530.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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