-100.0%
SOXS vs TRMB
+10.8%
-110.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.0% | +9.1% | +6.7% |
| 7D | -9.4% | -5.4% | -4.0% | -16.4% |
| 30D | +6.2% | -2.0% | +8.1% | +1.7% |
| 3M | -28.0% | +12.3% | -40.4% | -20.3% |
| 6M | -99.2% | -17.6% | -81.6% | -99.5% |
| YTD | -99.5% | -27.5% | -72.0% | -99.7% |
| 1Y | -99.7% | -29.1% | -70.7% | -99.9% |
| All | -100.0% | +10.8% | -110.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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