-91.6%
SOXS vs PG
+15.9%
-107.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.2% | +5.5% | +1.8% |
| 7D | +46.7% | +5.7% | +40.9% | +31.5% |
| 30D | +97.0% | +15.4% | +81.6% | +54.2% |
| 3M | +39.5% | +13.8% | +25.7% | +12.2% |
| 6M | -54.9% | +18.3% | -73.2% | -64.0% |
| YTD | -90.4% | +20.1% | -110.5% | -93.6% |
| 1Y | -91.6% | +17.0% | -108.6% | -93.8% |
| All | -91.6% | +15.9% | -107.5% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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