-100.0%
SOXS vs TYL
+1,815.9%
-1,915.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -4.0% | -6.2% | -15.4% |
| 7D | -7.0% | -3.7% | -3.3% | -12.0% |
| 30D | +2.8% | +18.7% | -15.9% | +25.7% |
| 3M | -9.8% | +18.1% | -28.0% | -6.2% |
| 6M | -99.2% | -1.1% | -98.1% | -99.7% |
| YTD | -99.5% | -19.8% | -79.7% | -99.9% |
| 1Y | -99.8% | -34.3% | -65.5% | -100.0% |
| 3Y | -100.0% | -8.2% | -91.8% | -100.0% |
| 5Y | -100.0% | -25.4% | -74.6% | -100.0% |
| 10Y | -100.0% | +115.6% | -215.6% | -100.0% |
| All | -100.0% | +1,815.9% | -1,915.9% | -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