-99.8%
SOXS vs PEP
-0.7%
-99.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.3% | -4.9% |
| 7D | -4.7% | -1.0% | -3.8% | -2.2% |
| 30D | +7.7% | -0.7% | +8.4% | +10.9% |
| 3M | -10.2% | -4.1% | -6.0% | +7.6% |
| 6M | -99.2% | -13.1% | -86.1% | -97.7% |
| YTD | -99.5% | -2.1% | -97.4% | -98.9% |
| 1Y | -99.8% | -1.7% | -98.1% | -99.5% |
| All | -99.8% | -0.7% | -99.0% | -99.5% |
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