-100.0%
SOXS vs TYL
+2,100.9%
-2,200.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | -0.6% | -21.7% | -23.0% |
| 7D | -5.1% | +3.5% | -8.6% | -2.6% |
| 30D | +60.4% | +26.9% | +33.5% | +103.4% |
| 3M | +32.7% | +33.8% | -1.1% | +72.4% |
| 6M | -36.2% | +28.8% | -65.0% | -36.1% |
| YTD | -90.9% | -7.9% | -83.0% | -94.9% |
| 1Y | -92.2% | -9.8% | -82.4% | -95.8% |
| 3Y | -99.7% | +1.2% | -100.9% | -99.8% |
| 5Y | -99.9% | -22.8% | -77.1% | -99.9% |
| 10Y | -100.0% | +168.8% | -268.8% | -100.0% |
| All | -100.0% | +2,100.9% | -2,200.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling