-91.6%
SOXS vs PH
+20.3%
-112.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.7% | +12.4% | +1.3% |
| 7D | +46.7% | -0.2% | +46.8% | +47.3% |
| 30D | +97.0% | -6.7% | +103.7% | +77.8% |
| 3M | +39.5% | -8.1% | +47.7% | +25.5% |
| 6M | -54.9% | +5.3% | -60.3% | -43.5% |
| YTD | -90.4% | +4.2% | -94.6% | -87.9% |
| 1Y | -91.6% | +19.3% | -111.0% | -90.0% |
| All | -91.6% | +20.3% | -112.0% | -90.0% |
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