-99.8%
SOXS vs PG
-5.2%
-94.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.2% | -8.9% |
| 7D | -4.7% | -0.8% | -3.9% | -3.3% |
| 30D | +7.7% | +0.8% | +6.9% | +6.4% |
| 3M | -10.2% | -1.3% | -8.8% | -3.8% |
| 6M | -99.2% | -3.8% | -95.4% | -99.0% |
| YTD | -99.5% | +3.6% | -103.1% | -99.5% |
| 1Y | -99.8% | -5.7% | -94.0% | -99.7% |
| All | -99.8% | -5.2% | -94.6% | -99.7% |
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