-99.8%
SOXS vs PENG
+106.3%
-206.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -5.9% |
| 7D | -15.6% | +7.8% | -23.4% | -7.1% |
| 30D | +4.8% | -12.2% | +17.0% | -6.2% |
| 3M | -21.6% | -20.6% | -1.0% | -8.9% |
| 6M | -99.3% | +180.9% | -280.3% | -94.2% |
| YTD | -99.5% | +162.3% | -261.8% | -95.8% |
| 1Y | -99.8% | +107.3% | -207.0% | -97.9% |
| All | -99.8% | +106.3% | -206.0% | -97.9% |
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