-91.6%
SOXS vs TXT
+9.2%
-100.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.3% | +10.0% | +7.6% |
| 7D | +46.7% | +10.6% | +36.0% | +60.4% |
| 30D | +97.0% | +14.4% | +82.6% | +123.6% |
| 3M | +39.5% | -2.7% | +42.3% | +27.3% |
| 6M | -54.9% | -4.7% | -50.3% | -57.4% |
| YTD | -90.4% | -0.5% | -89.9% | -89.8% |
| 1Y | -91.6% | +8.7% | -100.4% | -88.4% |
| All | -91.6% | +9.2% | -100.8% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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