-100.0%
SOXS vs TPR
+364.3%
-464.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.2% | +11.2% | +10.9% |
| 7D | -28.4% | -0.3% | -28.1% | -28.4% |
| 30D | +19.4% | +15.1% | +4.3% | +34.4% |
| 3M | +28.2% | +3.5% | +24.6% | +26.9% |
| 6M | -37.7% | +0.4% | -38.2% | -39.2% |
| YTD | -91.6% | +4.6% | -96.2% | -90.6% |
| 1Y | -93.1% | +33.1% | -126.2% | -89.8% |
| 3Y | -99.7% | +396.0% | -495.7% | -97.3% |
| 5Y | -99.9% | +230.3% | -330.2% | -99.2% |
| All | -100.0% | +364.3% | -464.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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