-100.0%
SOXS vs TPR
+437.8%
-537.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -1.7% | -16.5% | -19.9% |
| 7D | -22.3% | +6.4% | -28.7% | -18.6% |
| 30D | +21.9% | +13.8% | +8.1% | +35.7% |
| 3M | +4.2% | -16.6% | +20.8% | -18.8% |
| 6M | -43.4% | +0.7% | -44.1% | -44.7% |
| YTD | -92.5% | +5.3% | -97.9% | -91.5% |
| 1Y | -93.5% | +32.4% | -125.8% | -90.4% |
| 3Y | -99.7% | +406.4% | -506.1% | -97.4% |
| 5Y | -99.9% | +227.9% | -327.9% | -99.3% |
| 10Y | -100.0% | +371.7% | -471.7% | -100.0% |
| All | -100.0% | +437.8% | -537.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling