-100.0%
SOXS vs TYL
+169.5%
-269.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +1.4% |
| 7D | +3.2% | +4.3% | -1.1% | +6.8% |
| 30D | +61.0% | +28.0% | +33.0% | +105.6% |
| 3M | +24.0% | +32.3% | -8.4% | +58.6% |
| 6M | -35.9% | +29.9% | -65.8% | -36.6% |
| YTD | -90.9% | -7.1% | -83.8% | -95.4% |
| 1Y | -91.5% | -9.2% | -82.3% | -96.0% |
| 3Y | -99.7% | +0.7% | -100.4% | -99.8% |
| 5Y | -99.9% | -21.1% | -78.9% | -99.9% |
| 10Y | -100.0% | +180.8% | -280.8% | -100.0% |
| All | -100.0% | +169.5% | -269.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling