-100.0%
SOXS vs PHM
+156.2%
-256.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.2% | -3.5% |
| 7D | -4.7% | -5.0% | +0.2% | -10.9% |
| 30D | +7.7% | -8.4% | +16.2% | -4.4% |
| 3M | -10.2% | -4.4% | -5.7% | -16.7% |
| 6M | -99.2% | -3.7% | -95.5% | -99.0% |
| YTD | -99.5% | +1.3% | -100.8% | -99.3% |
| 1Y | -99.8% | -14.0% | -85.7% | -99.7% |
| 3Y | -100.0% | +48.1% | -148.1% | -99.9% |
| All | -100.0% | +156.2% | -256.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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