-100.0%
SOXS vs TPR
+365.1%
-465.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.3% |
| 7D | -43.7% | -1.1% | -42.6% | -44.3% |
| 30D | +22.2% | +15.1% | +7.1% | +37.5% |
| 3M | +13.0% | -13.4% | +26.4% | -7.7% |
| 6M | -47.7% | +1.4% | -49.0% | -48.5% |
| YTD | -92.5% | +4.8% | -97.2% | -91.5% |
| 1Y | -93.1% | +29.2% | -122.3% | -90.2% |
| 3Y | -99.7% | +403.7% | -503.4% | -97.4% |
| 5Y | -99.9% | +230.8% | -330.8% | -99.3% |
| All | -100.0% | +365.1% | -465.1% | -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