-100.0%
SOXS vs TXT
+278.6%
-378.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -4.0% |
| 7D | -15.6% | -0.2% | -15.4% | -15.9% |
| 30D | +4.8% | -11.1% | +15.8% | -11.8% |
| 3M | -21.6% | -13.0% | -8.6% | -33.5% |
| 6M | -99.3% | -16.2% | -83.1% | -99.3% |
| YTD | -99.5% | -8.7% | -90.8% | -99.4% |
| 1Y | -99.8% | -3.8% | -96.0% | -99.7% |
| 3Y | -100.0% | +5.5% | -105.5% | -100.0% |
| 5Y | -100.0% | +12.3% | -112.3% | -100.0% |
| 10Y | -100.0% | +97.4% | -197.4% | -100.0% |
| All | -100.0% | +278.6% | -378.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling