-100.0%
SOXS vs TSLL
-54.0%
-46.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +7.9% | -12.7% | -0.7% |
| 7D | -15.6% | +5.8% | -21.4% | -13.1% |
| 30D | +4.8% | +21.7% | -16.9% | +17.6% |
| 3M | -21.6% | -28.2% | +6.6% | -22.1% |
| 6M | -99.3% | -29.5% | -69.9% | -99.1% |
| YTD | -99.5% | -47.5% | -52.0% | -99.4% |
| 1Y | -99.8% | -20.8% | -79.0% | -99.6% |
| 3Y | -100.0% | -26.7% | -73.3% | -99.9% |
| All | -100.0% | -54.0% | -46.0% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling