+60.5%
SOXS vs TOST
-0.4%
+60.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -1.4% | -11.3% | -11.3% |
| 7D | +36.2% | +9.4% | +26.8% | +25.4% |
| 30D | +131.5% | +13.5% | +118.0% | +108.6% |
| 3M | +60.5% | -0.1% | +60.6% | +70.8% |
| All | +60.5% | -0.4% | +60.9% | +70.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling