-91.6%
SOXS vs TXN
+97.5%
-189.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.3% | +9.1% | +8.1% |
| 7D | +46.7% | +1.0% | +45.6% | +52.5% |
| 30D | +97.0% | +6.1% | +90.8% | +135.7% |
| 3M | +39.5% | +10.4% | +29.2% | +91.9% |
| 6M | -54.9% | +12.6% | -67.5% | -14.9% |
| YTD | -90.4% | +83.5% | -173.8% | -51.8% |
| 1Y | -91.6% | +99.7% | -191.4% | -47.1% |
| All | -91.6% | +97.5% | -189.1% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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