-100.0%
SOXS vs PAAS
+232.4%
-332.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -4.3% | +12.3% | +5.9% |
| 7D | -9.4% | -3.7% | -5.7% | -11.1% |
| 30D | +6.2% | -1.9% | +8.0% | +5.9% |
| 3M | -28.0% | +15.1% | -43.1% | -18.7% |
| 6M | -99.2% | -17.1% | -82.1% | -99.0% |
| YTD | -99.5% | -1.3% | -98.2% | -99.3% |
| 1Y | -99.7% | +41.1% | -140.8% | -99.6% |
| 3Y | -100.0% | +244.2% | -344.2% | -99.9% |
| 5Y | -100.0% | +120.8% | -220.8% | -100.0% |
| All | -100.0% | +232.4% | -332.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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