-100.0%
SOXS vs TT
+143.3%
-243.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -2.8% |
| 7D | -16.6% | +1.4% | -18.0% | -13.7% |
| 30D | -4.4% | -6.7% | +2.3% | -17.8% |
| 3M | -26.2% | -5.4% | -20.8% | -25.8% |
| 6M | -99.3% | +4.4% | -103.6% | -98.1% |
| YTD | -99.5% | +14.9% | -114.5% | -98.5% |
| 1Y | -99.8% | +9.3% | -109.0% | -99.3% |
| 3Y | -100.0% | +121.7% | -221.7% | -99.6% |
| 5Y | -100.0% | +148.2% | -248.1% | -99.8% |
| All | -100.0% | +143.3% | -243.2% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling