-99.8%
SOXS vs TOST
-20.0%
-79.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.1% | -10.3% | -10.2% |
| 7D | -7.0% | -3.4% | -3.6% | -6.8% |
| 30D | +2.8% | -2.4% | +5.2% | +3.0% |
| 3M | -9.8% | +34.6% | -44.5% | -8.4% |
| 6M | -99.2% | +15.2% | -114.4% | -99.2% |
| YTD | -99.5% | -4.4% | -95.1% | -99.5% |
| 1Y | -99.8% | -17.4% | -82.4% | -99.8% |
| All | -99.8% | -20.0% | -79.7% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 1y: compounded portfolio wealth divided by compounded TOST 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…
1y analysis · Full analysis span regression · 6 months rolling