-91.6%
SOXS vs PEP
+2.4%
-94.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.8% | +5.0% | -0.7% |
| 7D | +46.7% | +7.4% | +39.3% | +25.3% |
| 30D | +97.0% | +13.3% | +83.6% | +51.6% |
| 3M | +39.5% | +3.5% | +36.1% | +32.7% |
| 6M | -54.9% | -5.9% | -49.0% | -49.6% |
| YTD | -90.4% | +2.3% | -92.6% | -91.0% |
| 1Y | -91.6% | +3.7% | -95.3% | -92.4% |
| All | -91.6% | +2.4% | -94.1% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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