-99.9%
SOXS vs TOST
-46.9%
-53.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -1.4% | -11.3% | -13.6% |
| 7D | +36.2% | +9.4% | +26.8% | +44.3% |
| 30D | +131.5% | +13.5% | +118.0% | +151.0% |
| 3M | +60.5% | -0.1% | +60.6% | +56.7% |
| 6M | -25.9% | +22.5% | -48.4% | -19.3% |
| YTD | -88.3% | -2.4% | -85.9% | -89.3% |
| 1Y | -89.6% | -4.7% | -84.9% | -90.5% |
| 3Y | -99.6% | +103.2% | -202.9% | -99.0% |
| 5Y | -99.9% | -41.2% | -58.7% | -99.7% |
| All | -99.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling