-100.0%
SOXS vs TYL
-10.9%
-89.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.5% | -0.4% | -4.4% |
| 7D | -15.6% | -7.6% | -8.0% | -14.9% |
| 30D | +4.8% | +11.3% | -6.6% | +4.4% |
| 3M | -21.6% | +14.5% | -36.1% | -23.3% |
| 6M | -99.3% | -7.1% | -92.2% | -99.5% |
| YTD | -99.5% | -23.4% | -76.1% | -99.7% |
| 1Y | -99.8% | -38.6% | -61.2% | -99.9% |
| 3Y | -100.0% | -11.3% | -88.7% | -100.0% |
| All | -100.0% | -10.9% | -89.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling