-37.7%
SOXS vs PAAS
-41.0%
+3.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.6% | +11.7% | +10.3% |
| 7D | -28.4% | -8.9% | -19.5% | -35.9% |
| 30D | +19.4% | -11.4% | +30.8% | +5.4% |
| 3M | +28.2% | -20.4% | +48.6% | +2.4% |
| 6M | -37.7% | -40.7% | +3.0% | -70.3% |
| All | -37.7% | -41.0% | +3.3% | -70.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling