-100.0%
SOXS vs TSM
+277.5%
-377.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.7% | +9.8% | +4.1% |
| 7D | -9.4% | +2.6% | -12.1% | -2.6% |
| 30D | +6.2% | +1.4% | +4.7% | +13.8% |
| 3M | -28.0% | +5.0% | -33.0% | +11.9% |
| 6M | -99.2% | +24.0% | -123.1% | -96.1% |
| YTD | -99.5% | +41.6% | -141.1% | -96.4% |
| 1Y | -99.7% | +66.2% | -165.9% | -97.0% |
| 3Y | -100.0% | +398.2% | -498.2% | -90.9% |
| 5Y | -100.0% | +277.6% | -377.6% | -97.7% |
| All | -100.0% | +277.5% | -377.4% | -97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSM.
Daily Out/Under-Performance
Portfolio return minus TSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSM 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 TSM 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