-100.0%
SOXS vs PH
+249.1%
-349.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -3.4% |
| 7D | -16.6% | 0.0% | -16.6% | -16.7% |
| 30D | -4.4% | -10.3% | +5.9% | -25.6% |
| 3M | -26.2% | +5.1% | -31.3% | -9.8% |
| 6M | -99.3% | +2.3% | -101.6% | -99.0% |
| YTD | -99.5% | +8.7% | -108.2% | -99.3% |
| 1Y | -99.8% | +26.8% | -126.5% | -99.5% |
| 3Y | -100.0% | +139.2% | -239.2% | -99.7% |
| All | -100.0% | +249.1% | -349.1% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling