-100.0%
SOXS vs TXG
+27.0%
-127.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.3% | -8.9% | -3.0% |
| 7D | -4.7% | +9.5% | -14.2% | +2.5% |
| 30D | +7.7% | +18.8% | -11.0% | +24.5% |
| 3M | -10.2% | +136.1% | -146.3% | +94.9% |
| 6M | -99.2% | +235.2% | -334.4% | -96.4% |
| YTD | -99.5% | +320.5% | -420.1% | -97.3% |
| 1Y | -99.8% | +425.2% | -524.9% | -98.3% |
| 3Y | -100.0% | +42.9% | -142.9% | -99.9% |
| 5Y | -100.0% | -62.8% | -37.2% | -100.0% |
| All | -100.0% | +27.0% | -127.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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