-100.0%
SOXS vs PCAR
+361.0%
-461.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -2.9% |
| 7D | -16.6% | -0.2% | -16.4% | -17.1% |
| 30D | -4.4% | -6.9% | +2.5% | -16.7% |
| 3M | -26.2% | +2.1% | -28.3% | -17.0% |
| 6M | -99.3% | +1.6% | -100.8% | -98.4% |
| YTD | -99.5% | +12.2% | -111.8% | -98.7% |
| 1Y | -99.8% | +28.0% | -127.8% | -99.2% |
| 3Y | -100.0% | +61.0% | -161.0% | -99.9% |
| 5Y | -100.0% | +163.9% | -263.9% | -99.9% |
| 10Y | -100.0% | +367.9% | -467.9% | -100.0% |
| All | -100.0% | +361.0% | -461.0% | -100.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling