-91.5%
SOXS vs TOST
-6.7%
-84.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +0.3% | -22.6% | -22.4% |
| 7D | -5.1% | +4.0% | -9.1% | -6.3% |
| 30D | +60.4% | +11.1% | +49.3% | +55.4% |
| 3M | +32.7% | +0.8% | +31.9% | +32.2% |
| 6M | -36.2% | +38.8% | -75.0% | -38.7% |
| YTD | -90.9% | -2.1% | -88.8% | -91.7% |
| All | -91.5% | -6.7% | -84.8% | -92.9% |
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