-100.0%
SOXS vs TRMB
+327.4%
-427.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -5.4% |
| 7D | -16.6% | -2.9% | -13.7% | -20.5% |
| 30D | -4.4% | -1.8% | -2.6% | -8.5% |
| 3M | -26.2% | +8.4% | -34.6% | -22.3% |
| 6M | -99.3% | -18.5% | -80.7% | -99.5% |
| YTD | -99.5% | -26.7% | -72.8% | -99.7% |
| 1Y | -99.8% | -28.3% | -71.5% | -99.9% |
| 3Y | -100.0% | +12.6% | -112.6% | -100.0% |
| 5Y | -100.0% | -38.7% | -61.3% | -100.0% |
| 10Y | -100.0% | +120.8% | -220.8% | -100.0% |
| All | -100.0% | +327.4% | -427.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling