-91.6%
SOXS vs PFE
+35.1%
-126.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.6% | +6.1% | +6.5% |
| 7D | +46.7% | +4.6% | +42.1% | +42.5% |
| 30D | +97.0% | +12.3% | +84.6% | +86.1% |
| 3M | +39.5% | +21.2% | +18.4% | +28.9% |
| 6M | -54.9% | +21.1% | -76.0% | -59.9% |
| YTD | -90.4% | +30.0% | -120.4% | -91.0% |
| 1Y | -91.6% | +35.6% | -127.2% | -92.2% |
| All | -91.6% | +35.1% | -126.7% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 PFE 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