-100.0%
SOXS vs TSCO
-11.8%
-88.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.0% | -6.9% |
| 7D | -4.7% | -5.7% | +0.9% | -9.5% |
| 30D | +7.7% | -8.8% | +16.5% | -1.2% |
| 3M | -10.2% | +6.3% | -16.5% | -5.7% |
| 6M | -99.2% | -32.3% | -66.9% | -100.0% |
| YTD | -99.5% | -32.7% | -66.8% | -100.0% |
| 1Y | -99.8% | -43.7% | -56.1% | -100.0% |
| 3Y | -100.0% | -19.7% | -80.3% | -100.0% |
| All | -100.0% | -11.8% | -88.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 5y: compounded portfolio wealth divided by compounded TSCO 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…
5y analysis · Full analysis span regression · 6 months rolling