-100.0%
SOXS vs TPR
+292.6%
-392.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.7% | -1.1% | -9.0% |
| 7D | -15.6% | -3.4% | -12.2% | -18.9% |
| 30D | +4.8% | -27.3% | +32.1% | -29.1% |
| 3M | -21.6% | -16.2% | -5.4% | -36.0% |
| 6M | -99.3% | -17.9% | -81.4% | -99.2% |
| YTD | -99.5% | -7.1% | -92.4% | -99.3% |
| 1Y | -99.8% | +13.6% | -113.4% | -99.6% |
| 3Y | -100.0% | +293.7% | -393.7% | -99.8% |
| All | -100.0% | +292.6% | -392.6% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling