-100.0%
SOXS vs TPR
+230.0%
-330.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.7% | -1.1% | -9.7% |
| 7D | -15.6% | -3.4% | -12.2% | -19.4% |
| 30D | +4.8% | -27.3% | +32.1% | -33.5% |
| 3M | -21.6% | -16.2% | -5.4% | -38.9% |
| 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% | -99.7% |
| 5Y | -100.0% | +239.1% | -339.1% | -99.9% |
| All | -100.0% | +230.0% | -330.0% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling