-100.0%
SOXS vs TSM
+6,697.4%
-6,797.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.4% | -7.2% | +0.3% |
| 7D | -15.6% | +6.0% | -21.6% | -3.1% |
| 30D | +4.8% | +4.5% | +0.2% | +19.5% |
| 3M | -21.6% | +3.1% | -24.7% | +15.8% |
| 6M | -99.3% | +30.2% | -129.5% | -96.7% |
| YTD | -99.5% | +45.2% | -144.7% | -96.7% |
| 1Y | -99.8% | +79.6% | -179.3% | -97.1% |
| 3Y | -100.0% | +411.0% | -511.0% | -93.6% |
| 5Y | -100.0% | +290.7% | -390.7% | -98.3% |
| 10Y | -100.0% | +1,753.6% | -1,853.6% | -99.9% |
| All | -100.0% | +6,697.4% | -6,797.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling