-100.0%
SOXS vs TSEM
+1,313.0%
-1,413.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.2% | -3.3% |
| 7D | -4.7% | -4.9% | +0.1% | -10.7% |
| 30D | +7.7% | -18.7% | +26.5% | -15.2% |
| 3M | -10.2% | -18.1% | +8.0% | -2.5% |
| 6M | -99.2% | +77.1% | -176.3% | -95.5% |
| YTD | -99.5% | +80.1% | -179.7% | -96.9% |
| 1Y | -99.8% | +220.4% | -320.1% | -95.9% |
| 3Y | -100.0% | +650.1% | -750.1% | -98.0% |
| 5Y | -100.0% | +628.9% | -728.9% | -99.5% |
| All | -100.0% | +1,313.0% | -1,413.0% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling