-100.0%
SOXS vs PAAS
+115.4%
-215.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.6% | +11.7% | +10.8% |
| 7D | -28.4% | -8.9% | -19.5% | -31.2% |
| 30D | +19.4% | -11.4% | +30.8% | +14.9% |
| 3M | +28.2% | -20.4% | +48.6% | +19.4% |
| 6M | -37.7% | -40.7% | +3.0% | -45.7% |
| YTD | -91.6% | -26.9% | -64.7% | -91.5% |
| 1Y | -93.1% | -3.1% | -90.0% | -91.9% |
| 3Y | -99.7% | +199.3% | -299.0% | -99.3% |
| 5Y | -99.9% | +48.3% | -148.2% | -99.9% |
| 10Y | -100.0% | +197.6% | -297.6% | -100.0% |
| All | -100.0% | +115.4% | -215.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling