-100.0%
SOXS vs TRGP
+2,242.0%
-2,342.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -2.6% |
| 7D | -16.6% | -0.7% | -15.9% | -17.0% |
| 30D | -4.4% | +9.5% | -13.8% | +1.1% |
| 3M | -26.2% | +10.8% | -37.0% | -21.8% |
| 6M | -99.3% | +25.3% | -124.6% | -99.4% |
| YTD | -99.5% | +60.3% | -159.8% | -99.5% |
| 1Y | -99.8% | +84.6% | -184.3% | -99.8% |
| 3Y | -100.0% | +264.4% | -364.3% | -100.0% |
| 5Y | -100.0% | +636.6% | -736.6% | -100.0% |
| 10Y | -100.0% | +848.9% | -948.9% | -100.0% |
| All | -100.0% | +2,242.0% | -2,342.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling