-100.0%
SOXS vs TOST
-46.9%
-53.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +3.5% | +7.6% | +13.5% |
| 7D | -28.4% | 0.0% | -28.5% | -28.7% |
| 30D | +19.4% | +16.2% | +3.2% | +30.9% |
| 3M | +28.2% | -1.5% | +29.7% | +23.8% |
| 6M | -37.7% | +55.3% | -93.0% | -16.5% |
| YTD | -91.6% | -2.3% | -89.3% | -92.4% |
| 1Y | -93.1% | -5.5% | -87.5% | -93.8% |
| 3Y | -99.7% | +151.1% | -250.8% | -99.1% |
| 5Y | -99.9% | -27.9% | -72.0% | -99.8% |
| All | -100.0% | -46.9% | -53.1% | -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