-100.0%
SOXS vs TSEM
+633.2%
-733.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.9% | +12.0% | +3.1% |
| 7D | -9.4% | +0.9% | -10.3% | -7.3% |
| 30D | +6.2% | -16.6% | +22.8% | -12.0% |
| 3M | -28.0% | -10.9% | -17.1% | -9.8% |
| 6M | -99.2% | +78.0% | -177.2% | -95.8% |
| YTD | -99.5% | +77.2% | -176.7% | -97.1% |
| 1Y | -99.7% | +207.6% | -307.3% | -96.4% |
| All | -100.0% | +633.2% | -733.1% | -98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling