-100.0%
SOXS vs PBF
+785.3%
-885.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.7% | +7.3% | +8.3% |
| 7D | -9.4% | +2.3% | -11.7% | -8.7% |
| 30D | +6.2% | +11.6% | -5.4% | +10.3% |
| 3M | -28.0% | +81.7% | -109.8% | -10.5% |
| 6M | -99.2% | +96.4% | -195.6% | -99.3% |
| YTD | -99.5% | +189.5% | -289.0% | -99.5% |
| 1Y | -99.7% | +180.7% | -280.5% | -99.7% |
| 3Y | -100.0% | +56.6% | -156.6% | -100.0% |
| 5Y | -100.0% | +802.0% | -902.0% | -100.0% |
| All | -100.0% | +785.3% | -885.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling