-100.0%
SOXS vs PFE
+46.7%
-146.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.2% | +10.9% | +11.3% |
| 7D | -28.4% | -1.7% | -26.7% | -29.6% |
| 30D | +19.4% | +0.3% | +19.1% | +18.9% |
| 3M | +28.2% | +9.4% | +18.8% | +37.3% |
| 6M | -37.7% | +14.9% | -52.6% | -31.9% |
| YTD | -91.6% | +23.8% | -115.4% | -90.0% |
| 1Y | -93.1% | +19.5% | -112.6% | -91.9% |
| 3Y | -99.7% | +21.0% | -120.7% | -99.6% |
| 5Y | -99.9% | -23.9% | -76.1% | -99.9% |
| All | -100.0% | +46.7% | -146.7% | -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