-99.9%
SOXS vs TSLL
-54.2%
-45.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +10.9% | -33.2% | -16.3% |
| 7D | -5.1% | -14.3% | +9.2% | -6.0% |
| 30D | +60.4% | -6.2% | +66.5% | +72.0% |
| 3M | +32.7% | +21.2% | +11.5% | +68.0% |
| 6M | -36.2% | -36.6% | +0.4% | -28.1% |
| YTD | -90.9% | -47.8% | -43.1% | -89.8% |
| 1Y | -92.2% | -45.2% | -46.9% | -90.7% |
| 3Y | -99.7% | -3.3% | -96.5% | -98.6% |
| All | -99.9% | -54.2% | -45.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling