-91.6%
SOXS vs PEGA
-44.4%
-47.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.7% | +8.7% |
| 7D | +46.7% | -2.9% | +49.5% | +48.3% |
| 30D | +97.0% | -0.5% | +97.5% | +97.3% |
| 3M | +39.5% | +8.5% | +31.0% | +36.7% |
| 6M | -54.9% | -6.3% | -48.7% | -57.4% |
| YTD | -90.4% | -42.2% | -48.2% | -92.2% |
| 1Y | -91.6% | -43.4% | -48.2% | -93.7% |
| All | -91.6% | -44.4% | -47.2% | -93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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