-25.9%
SOXS vs TOST
+20.6%
-46.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -1.4% | -11.3% | -11.5% |
| 7D | +36.2% | +9.4% | +26.8% | +26.8% |
| 30D | +131.5% | +13.5% | +118.0% | +109.0% |
| 3M | +60.5% | -0.1% | +60.6% | +62.0% |
| 6M | -25.9% | +22.5% | -48.4% | -36.0% |
| All | -25.9% | +20.6% | -46.5% | -36.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling