-99.3%
SOXS vs PEG
-11.4%
-87.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -2.1% |
| 7D | -16.6% | -1.0% | -15.6% | -16.6% |
| 30D | -4.4% | -2.6% | -1.7% | -4.8% |
| 3M | -26.2% | -7.6% | -18.6% | -24.2% |
| 6M | -99.3% | -12.2% | -87.1% | -99.1% |
| All | -99.3% | -11.4% | -87.9% | -99.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling