-91.6%
SOXS vs PCOR
+4.0%
-95.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +19.7% | -10.9% | 0.0% |
| 7D | +46.7% | +21.8% | +24.8% | +33.9% |
| 30D | +97.0% | +39.5% | +57.4% | +69.7% |
| 3M | +39.5% | +35.2% | +4.3% | +21.1% |
| 6M | -54.9% | +21.7% | -76.7% | -63.4% |
| YTD | -90.4% | +3.9% | -94.3% | -92.6% |
| 1Y | -91.6% | +6.9% | -98.6% | -93.6% |
| All | -91.6% | +4.0% | -95.7% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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