-100.0%
SOXS vs PH
+1,869.7%
-1,969.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | 0.0% | +11.1% | +11.0% |
| 7D | -28.4% | +4.3% | -32.8% | -20.6% |
| 30D | +19.4% | +0.1% | +19.3% | +29.2% |
| 3M | +28.2% | -9.4% | +37.5% | +17.7% |
| 6M | -37.7% | +8.8% | -46.5% | -12.8% |
| YTD | -91.6% | +9.6% | -101.3% | -86.9% |
| 1Y | -93.1% | +14.4% | -107.5% | -88.0% |
| 3Y | -99.7% | +134.5% | -234.2% | -96.2% |
| 5Y | -99.9% | +204.4% | -304.4% | -97.2% |
| 10Y | -100.0% | +697.3% | -797.3% | -100.0% |
| All | -100.0% | +1,869.7% | -1,969.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling