-100.0%
SOXS vs PAAS
+122.5%
-222.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.7% | -5.6% | +0.7% |
| 7D | -16.6% | +2.6% | -19.2% | -15.1% |
| 30D | -4.4% | +2.5% | -6.8% | -2.2% |
| 3M | -26.2% | +15.1% | -41.3% | -13.1% |
| 6M | -99.3% | -12.1% | -87.2% | -99.0% |
| YTD | -99.5% | +3.1% | -102.6% | -99.3% |
| 1Y | -99.8% | +50.8% | -150.6% | -99.5% |
| 3Y | -100.0% | +259.5% | -359.5% | -99.9% |
| 5Y | -100.0% | +126.3% | -226.3% | -100.0% |
| All | -100.0% | +122.5% | -222.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling