-100.0%
SOXS vs PBF
+374.8%
-474.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.1% | -4.9% |
| 7D | -4.7% | +5.3% | -10.1% | -2.6% |
| 30D | +7.7% | +11.7% | -4.0% | +13.0% |
| 3M | -10.2% | +91.1% | -101.2% | +20.4% |
| 6M | -99.2% | +88.4% | -187.6% | -99.3% |
| YTD | -99.5% | +194.1% | -293.6% | -99.5% |
| 1Y | -99.8% | +180.4% | -280.2% | -99.7% |
| 3Y | -100.0% | +59.3% | -159.3% | -100.0% |
| 5Y | -100.0% | +816.3% | -916.3% | -100.0% |
| All | -100.0% | +374.8% | -474.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling