-91.6%
SOXS vs PBF
+120.1%
-211.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -6.7% | +15.4% | +9.3% |
| 7D | +46.7% | -0.9% | +47.6% | +46.5% |
| 30D | +97.0% | -13.7% | +110.7% | +98.9% |
| 3M | +39.5% | +10.6% | +28.9% | +35.4% |
| 6M | -54.9% | +61.2% | -116.1% | -61.3% |
| YTD | -90.4% | +172.7% | -263.1% | -91.3% |
| 1Y | -91.6% | +111.0% | -202.7% | -93.0% |
| All | -91.6% | +120.1% | -211.7% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling