-100.0%
SOXS vs TSEM
+749.3%
-849.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -3.4% |
| 7D | -16.6% | +4.7% | -21.3% | -11.9% |
| 30D | -4.4% | -14.2% | +9.9% | -15.2% |
| 3M | -26.2% | -5.0% | -21.2% | -3.3% |
| 6M | -99.3% | +87.6% | -186.8% | -97.0% |
| YTD | -99.5% | +84.4% | -184.0% | -98.0% |
| 1Y | -99.8% | +235.4% | -335.2% | -98.0% |
| 3Y | -100.0% | +668.0% | -768.0% | -99.4% |
| 5Y | -100.0% | +644.7% | -744.7% | -99.9% |
| 10Y | -100.0% | +1,326.7% | -1,426.7% | -100.0% |
| All | -100.0% | +749.3% | -849.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling