-91.6%
SOXS vs PCAR
+12.4%
-104.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.0% | +4.7% | +15.4% |
| 7D | +46.7% | +3.7% | +43.0% | +54.4% |
| 30D | +97.0% | -2.9% | +99.9% | +81.4% |
| 3M | +39.5% | -21.7% | +61.3% | -17.6% |
| 6M | -54.9% | -6.6% | -48.3% | -56.5% |
| YTD | -90.4% | -2.2% | -88.1% | -89.2% |
| 1Y | -91.6% | +12.2% | -103.9% | -89.0% |
| All | -91.6% | +12.4% | -104.1% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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