-99.9%
SOXS vs PEP
+5.2%
-105.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +2.2% | +8.8% | +10.5% |
| 7D | -28.4% | +2.9% | -31.3% | -28.9% |
| 30D | +19.4% | +12.5% | +6.9% | +17.5% |
| 3M | +28.2% | +4.5% | +23.6% | +26.4% |
| 6M | -37.7% | -0.5% | -37.2% | -40.3% |
| YTD | -91.6% | +4.4% | -96.1% | -91.8% |
| 1Y | -93.1% | +4.4% | -97.4% | -93.2% |
| 3Y | -99.7% | -3.4% | -96.3% | -99.7% |
| All | -99.9% | +5.2% | -105.2% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling