-91.6%
SOXS vs PEG
-6.2%
-85.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.2% | +8.6% |
| 7D | +46.7% | +1.0% | +45.6% | +46.8% |
| 30D | +97.0% | +6.6% | +90.4% | +97.5% |
| 3M | +39.5% | -3.1% | +42.7% | +39.2% |
| 6M | -54.9% | -7.4% | -47.6% | -54.5% |
| YTD | -90.4% | -6.4% | -83.9% | -90.0% |
| 1Y | -91.6% | -7.4% | -84.2% | -91.2% |
| All | -91.6% | -6.2% | -85.5% | -91.2% |
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