-91.6%
SOXS vs TTMI
+9.6%
-101.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -10.1% | +18.9% | -3.0% |
| 7D | +46.7% | -19.2% | +65.8% | +19.1% |
| 30D | +97.0% | -44.9% | +141.8% | +15.4% |
| 3M | +39.5% | -44.7% | +84.3% | -9.0% |
| 6M | -54.9% | -53.4% | -1.5% | -65.6% |
| YTD | -90.4% | +6.3% | -96.7% | -82.0% |
| 1Y | -91.6% | +10.7% | -102.3% | -82.4% |
| All | -91.6% | +9.6% | -101.2% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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