-100.0%
SOXS vs PBR
+83.4%
-183.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.7% | -6.1% |
| 7D | -4.7% | +5.4% | -10.1% | -1.7% |
| 30D | +7.7% | +22.9% | -15.1% | +22.1% |
| 3M | -10.2% | +19.6% | -29.8% | +0.1% |
| 6M | -99.2% | +16.5% | -115.7% | -99.4% |
| YTD | -99.5% | +86.7% | -186.2% | -99.5% |
| 1Y | -99.8% | +74.7% | -174.5% | -99.7% |
| 3Y | -100.0% | +102.6% | -202.6% | -100.0% |
| 5Y | -100.0% | +566.6% | -666.6% | -100.0% |
| 10Y | -100.0% | +686.1% | -786.1% | -100.0% |
| All | -100.0% | +83.4% | -183.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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