-91.6%
SOXS vs PENG
+120.5%
-212.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -9.1% | +17.9% | -1.8% |
| 7D | +46.7% | -20.5% | +67.1% | +19.0% |
| 30D | +97.0% | -20.4% | +117.3% | +71.8% |
| 3M | +39.5% | -16.4% | +56.0% | +43.5% |
| 6M | -54.9% | +49.2% | -104.2% | +54.5% |
| YTD | -90.4% | +147.2% | -237.6% | -27.4% |
| 1Y | -91.6% | +124.7% | -216.3% | -41.6% |
| All | -91.6% | +120.5% | -212.1% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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