-100.0%
SOXS vs TPR
+299.5%
-399.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -5.3% |
| 7D | -16.6% | -7.3% | -9.3% | -23.1% |
| 30D | -4.4% | -30.7% | +26.4% | -36.5% |
| 3M | -26.2% | -21.6% | -4.6% | -43.4% |
| 6M | -99.3% | -21.3% | -77.9% | -99.2% |
| YTD | -99.5% | -10.2% | -89.4% | -99.4% |
| 1Y | -99.8% | +9.5% | -109.3% | -99.6% |
| 3Y | -100.0% | +280.8% | -380.8% | -99.8% |
| 5Y | -100.0% | +218.7% | -318.7% | -100.0% |
| 10Y | -100.0% | +306.7% | -406.7% | -100.0% |
| All | -100.0% | +299.5% | -399.5% | -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