-100.0%
SOXS vs PEP
+78.6%
-178.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | 0.0% | +8.1% | +8.1% |
| 7D | -9.4% | -1.4% | -8.1% | -10.8% |
| 30D | +6.2% | -0.2% | +6.4% | +5.1% |
| 3M | -28.0% | -4.3% | -23.7% | -36.4% |
| 6M | -99.2% | -13.2% | -86.0% | -99.9% |
| YTD | -99.5% | -1.9% | -97.6% | -99.9% |
| 1Y | -99.7% | -0.3% | -99.4% | -99.9% |
| 3Y | -100.0% | -13.6% | -86.4% | -100.0% |
| 5Y | -100.0% | +3.4% | -103.4% | -100.0% |
| All | -100.0% | +78.6% | -178.6% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling