-100.0%
SOXS vs TSLL
-57.4%
-42.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -11.8% | +1.7% | -16.5% |
| 7D | -7.0% | +1.9% | -8.9% | -5.9% |
| 30D | +2.8% | +17.8% | -15.0% | +13.4% |
| 3M | -9.8% | -37.0% | +27.2% | -14.1% |
| 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% | -99.6% |
| 3Y | -100.0% | -30.8% | -69.2% | -99.9% |
| All | -100.0% | -57.4% | -42.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling