-100.0%
SOXS vs PFE
+242.2%
-342.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -7.7% |
| 7D | -15.6% | -2.7% | -12.9% | -18.6% |
| 30D | +4.8% | +3.8% | +0.9% | +8.6% |
| 3M | -21.6% | +10.4% | -32.0% | -14.4% |
| 6M | -99.3% | +6.3% | -105.6% | -99.3% |
| YTD | -99.5% | +17.4% | -116.9% | -99.5% |
| 1Y | -99.8% | +21.1% | -120.9% | -99.7% |
| 3Y | -100.0% | -1.6% | -98.4% | -100.0% |
| 5Y | -100.0% | -22.2% | -77.8% | -100.0% |
| 10Y | -100.0% | +32.9% | -132.9% | -100.0% |
| All | -100.0% | +242.2% | -342.2% | -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