-91.6%
SOXS vs TT
-6.5%
-85.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.7% | +10.4% | +4.2% |
| 7D | +46.7% | -8.5% | +55.1% | +19.0% |
| 30D | +97.0% | -12.8% | +109.8% | +43.8% |
| 3M | +39.5% | -12.9% | +52.4% | +5.4% |
| 6M | -54.9% | -15.2% | -39.7% | -61.5% |
| YTD | -90.4% | +6.2% | -96.6% | -86.4% |
| 1Y | -91.6% | -4.5% | -87.1% | -90.9% |
| All | -91.6% | -6.5% | -85.2% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling