-100.0%
SOXS vs PFE
+35.0%
-135.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.5% | +8.6% | +7.7% |
| 7D | -9.4% | -4.0% | -5.4% | -13.0% |
| 30D | +6.2% | +3.9% | +2.3% | +9.4% |
| 3M | -28.0% | +9.9% | -37.9% | -23.2% |
| 6M | -99.2% | +5.3% | -104.5% | -99.2% |
| YTD | -99.5% | +16.8% | -116.3% | -99.4% |
| 1Y | -99.7% | +20.4% | -120.2% | -99.7% |
| 3Y | -100.0% | -2.1% | -97.9% | -100.0% |
| 5Y | -100.0% | -21.0% | -79.0% | -100.0% |
| All | -100.0% | +35.0% | -135.0% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling