-100.0%
SOXS vs TYL
+183.3%
-283.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +0.3% |
| 7D | -43.7% | -1.6% | -42.1% | -45.0% |
| 30D | +22.2% | +22.1% | +0.1% | +47.9% |
| 3M | +13.0% | +33.4% | -20.4% | +46.5% |
| 6M | -47.7% | +36.8% | -84.5% | -43.5% |
| YTD | -92.5% | -6.7% | -85.8% | -96.2% |
| 1Y | -93.1% | -9.2% | -83.9% | -96.7% |
| 3Y | -99.7% | +1.2% | -100.9% | -99.8% |
| 5Y | -99.9% | -23.0% | -76.9% | -99.9% |
| All | -100.0% | +183.3% | -283.3% | -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