-100.0%
SOXS vs TOST
-49.0%
-51.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -2.9% | -6.3% |
| 7D | -15.6% | -0.9% | -14.7% | -16.2% |
| 30D | +4.8% | -3.5% | +8.2% | +1.4% |
| 3M | -21.6% | +38.1% | -59.8% | -1.5% |
| 6M | -99.3% | +9.9% | -109.2% | -99.3% |
| YTD | -99.5% | -6.3% | -93.3% | -99.5% |
| 1Y | -99.8% | -18.3% | -81.5% | -99.8% |
| 3Y | -100.0% | +59.7% | -159.7% | -100.0% |
| All | -100.0% | -49.0% | -51.0% | -100.0% |
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