-99.8%
SOXS vs TSLL
-22.3%
-77.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -11.8% | +1.7% | -18.7% |
| 7D | -7.0% | +1.9% | -8.9% | -5.6% |
| 30D | +2.8% | +17.8% | -15.0% | +17.8% |
| 3M | -9.8% | -37.0% | +27.2% | -18.0% |
| 6M | -99.2% | -37.7% | -61.5% | -98.9% |
| YTD | -99.5% | -51.4% | -48.1% | -99.4% |
| 1Y | -99.8% | -23.4% | -76.4% | -99.7% |
| All | -99.8% | -22.3% | -77.5% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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