-91.6%
SOXS vs TSEM
+79.9%
-171.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -8.7% | +17.5% | -1.5% |
| 7D | +46.7% | -23.1% | +69.8% | +13.7% |
| 30D | +97.0% | -40.4% | +137.3% | +23.7% |
| 3M | +39.5% | -37.9% | +77.4% | +1.8% |
| 6M | -54.9% | -30.8% | -24.1% | -48.2% |
| YTD | -90.4% | +26.7% | -117.1% | -76.1% |
| 1Y | -91.6% | +80.5% | -172.1% | -68.1% |
| All | -91.6% | +79.9% | -171.5% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling