-100.0%
SOXS vs TRGP
+260.3%
-360.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -6.0% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | +7.7% | +8.0% | -0.3% | +14.1% |
| 3M | -10.2% | +8.3% | -18.4% | -5.0% |
| 6M | -99.2% | +23.9% | -123.1% | -99.4% |
| YTD | -99.5% | +59.6% | -159.2% | -99.5% |
| 1Y | -99.8% | +79.4% | -179.2% | -99.7% |
| 3Y | -100.0% | +269.4% | -369.4% | -100.0% |
| All | -100.0% | +260.3% | -360.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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