-100.0%
SOXS vs PFE
+260.2%
-360.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | -1.6% |
| 7D | -43.7% | -2.1% | -41.6% | -45.2% |
| 30D | +22.2% | +3.1% | +19.1% | +24.9% |
| 3M | +13.0% | +11.2% | +1.8% | +25.7% |
| 6M | -47.7% | +15.0% | -62.7% | -41.4% |
| YTD | -92.5% | +23.5% | -116.0% | -90.6% |
| 1Y | -93.1% | +18.9% | -112.0% | -91.8% |
| 3Y | -99.7% | +18.7% | -118.5% | -99.7% |
| 5Y | -99.9% | -24.0% | -75.9% | -100.0% |
| 10Y | -100.0% | +47.5% | -147.5% | -100.0% |
| All | -100.0% | +260.2% | -360.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling