-100.0%
SOXS vs TT
+725.1%
-825.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -1.4% | +12.5% | +8.1% |
| 7D | -28.4% | +4.0% | -32.5% | -19.9% |
| 30D | +19.4% | -11.3% | +30.7% | +3.8% |
| 3M | +28.2% | -12.3% | +40.4% | +12.8% |
| 6M | -37.7% | -10.8% | -26.9% | -33.9% |
| YTD | -91.6% | +8.2% | -99.8% | -85.4% |
| 1Y | -93.1% | +1.5% | -94.5% | -89.1% |
| 3Y | -99.7% | +91.5% | -191.2% | -97.2% |
| 5Y | -99.9% | +130.2% | -230.1% | -98.3% |
| All | -100.0% | +725.1% | -825.1% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling