-89.1%
SOXS vs PCOR
-5.7%
-83.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -0.4% | -12.3% | -12.5% |
| 7D | +36.2% | +22.7% | +13.5% | +24.3% |
| 30D | +131.5% | +37.5% | +94.0% | +101.7% |
| 3M | +60.5% | +35.2% | +25.3% | +40.0% |
| 6M | -25.9% | +42.2% | -68.2% | -41.6% |
| YTD | -88.3% | +3.6% | -91.9% | -92.5% |
| All | -89.1% | -5.7% | -83.4% | -94.1% |
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