-100.0%
SOXS vs PANW
+3,497.3%
-3,597.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.3% | -3.2% | -7.8% |
| 7D | -4.7% | -0.8% | -4.0% | -5.6% |
| 30D | +7.7% | -14.6% | +22.3% | -6.4% |
| 3M | -10.2% | +18.3% | -28.4% | +13.6% |
| 6M | -99.2% | +100.5% | -199.7% | -98.7% |
| YTD | -99.5% | +79.5% | -179.0% | -99.3% |
| 1Y | -99.8% | +66.7% | -166.5% | -99.7% |
| 3Y | -100.0% | +161.2% | -261.2% | -99.9% |
| 5Y | -100.0% | +322.2% | -422.2% | -100.0% |
| 10Y | -100.0% | +1,273.8% | -1,373.8% | -100.0% |
| All | -100.0% | +3,497.3% | -3,597.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PANW.
Daily Out/Under-Performance
Portfolio return minus PANW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PANW 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 PANW 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