-99.8%
SOXS vs PH
+30.5%
-130.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.2% | -10.0% | -10.6% |
| 7D | -7.0% | -3.1% | -3.9% | -12.3% |
| 30D | +2.8% | -3.2% | +6.0% | -3.6% |
| 3M | -9.8% | +10.6% | -20.4% | +17.1% |
| 6M | -99.2% | -2.1% | -97.1% | -99.0% |
| YTD | -99.5% | +10.2% | -109.7% | -99.3% |
| 1Y | -99.8% | +28.2% | -128.0% | -99.6% |
| All | -99.8% | +30.5% | -130.3% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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