-93.1%
SOXS vs PEP
+5.0%
-98.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +2.2% | +8.8% | +5.4% |
| 7D | -28.4% | +2.9% | -31.3% | -33.6% |
| 30D | +19.4% | +12.5% | +6.9% | -7.1% |
| 3M | +28.2% | +4.5% | +23.6% | +19.1% |
| 6M | -37.7% | -0.5% | -37.2% | -35.7% |
| YTD | -91.6% | +4.4% | -96.1% | -92.5% |
| 1Y | -93.1% | +4.4% | -97.4% | -93.7% |
| All | -93.1% | +5.0% | -98.1% | -93.7% |
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