-100.0%
SOXS vs TRV
+141.6%
-241.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.5% | +7.6% | +8.0% |
| 7D | -9.4% | -1.5% | -7.9% | -9.0% |
| 30D | +6.2% | -1.8% | +8.0% | +6.7% |
| 3M | -28.0% | +21.6% | -49.6% | -28.5% |
| 6M | -99.2% | +22.5% | -121.6% | -99.2% |
| YTD | -99.5% | +28.1% | -127.6% | -99.5% |
| 1Y | -99.7% | +37.0% | -136.8% | -99.7% |
| All | -100.0% | +141.6% | -241.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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