-99.7%
SOXS vs TPR
+407.3%
-507.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -1.7% | -16.5% | -19.7% |
| 7D | -22.3% | +6.4% | -28.7% | -18.9% |
| 30D | +21.9% | +13.8% | +8.1% | +35.1% |
| 3M | +4.2% | -16.6% | +20.8% | -21.3% |
| 6M | -43.4% | +0.7% | -44.1% | -44.5% |
| YTD | -92.5% | +5.3% | -97.9% | -91.3% |
| 1Y | -93.5% | +32.4% | -125.8% | -89.8% |
| All | -99.7% | +407.3% | -507.0% | -96.2% |
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