-99.8%
SOXS vs PEG
-7.0%
-92.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.1% | -10.0% | -10.2% |
| 7D | -7.0% | +0.7% | -7.7% | -6.8% |
| 30D | +2.8% | -2.4% | +5.2% | +1.8% |
| 3M | -9.8% | -4.8% | -5.1% | -10.3% |
| 6M | -99.2% | -10.7% | -88.5% | -99.1% |
| YTD | -99.5% | -6.7% | -92.8% | -99.4% |
| 1Y | -99.8% | -6.8% | -92.9% | -99.7% |
| All | -99.8% | -7.0% | -92.8% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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