-100.0%
SOXS vs TT
+2,648.2%
-2,748.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.8% | -11.0% | -8.6% |
| 7D | -7.0% | 0.0% | -7.0% | -6.8% |
| 30D | +2.8% | -7.2% | +10.0% | -9.9% |
| 3M | -9.8% | -3.0% | -6.9% | -3.5% |
| 6M | -99.2% | +1.4% | -100.5% | -98.2% |
| YTD | -99.5% | +15.9% | -115.4% | -98.5% |
| 1Y | -99.8% | +9.4% | -109.2% | -99.4% |
| 3Y | -100.0% | +124.4% | -224.4% | -99.7% |
| 5Y | -100.0% | +138.0% | -238.0% | -99.9% |
| 10Y | -100.0% | +886.4% | -986.4% | -100.0% |
| All | -100.0% | +2,648.2% | -2,748.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling