-99.9%
SOXS vs TOST
-46.7%
-53.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +0.3% | -22.6% | -22.1% |
| 7D | -5.1% | +4.0% | -9.1% | -2.6% |
| 30D | +60.4% | +11.1% | +49.3% | +71.3% |
| 3M | +32.7% | +0.8% | +31.9% | +30.6% |
| 6M | -36.2% | +38.8% | -75.0% | -21.4% |
| YTD | -90.9% | -2.1% | -88.8% | -91.7% |
| 1Y | -92.2% | -6.0% | -86.1% | -92.9% |
| 3Y | -99.7% | +149.8% | -249.5% | -99.1% |
| 5Y | -99.9% | -42.8% | -57.2% | -99.8% |
| All | -99.9% | -46.7% | -53.2% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling