-99.7%
SOXS vs TT
+7.0%
-106.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.0% | +9.1% | +5.4% |
| 7D | -9.4% | -1.0% | -8.4% | -11.5% |
| 30D | +6.2% | -8.9% | +15.1% | -17.0% |
| 3M | -28.0% | -1.8% | -26.2% | -23.2% |
| 6M | -99.2% | +1.9% | -101.1% | -98.0% |
| YTD | -99.5% | +13.8% | -113.3% | -98.5% |
| 1Y | -99.7% | +6.1% | -105.9% | -99.3% |
| All | -99.7% | +7.0% | -106.7% | -99.3% |
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