-99.7%
SOXS vs TSLL
-1.1%
-98.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -3.7% | +14.8% | +9.0% |
| 7D | -28.4% | +17.8% | -46.3% | -19.6% |
| 30D | +19.4% | +8.2% | +11.2% | +38.8% |
| 3M | +28.2% | +20.9% | +7.3% | +63.2% |
| 6M | -37.7% | -37.5% | -0.2% | -29.9% |
| YTD | -91.6% | -44.5% | -47.1% | -90.2% |
| 1Y | -93.1% | -33.0% | -60.1% | -90.9% |
| 3Y | -99.7% | -6.4% | -93.3% | -98.9% |
| All | -99.7% | -1.1% | -98.6% | -98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling