-100.0%
SOXS vs PHM
+1,135.4%
-1,235.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -2.9% |
| 7D | -16.6% | -3.9% | -12.7% | -20.1% |
| 30D | -4.4% | -8.6% | +4.2% | -13.4% |
| 3M | -26.2% | -2.9% | -23.3% | -28.0% |
| 6M | -99.3% | -5.7% | -93.6% | -99.1% |
| YTD | -99.5% | +1.9% | -101.4% | -99.4% |
| 1Y | -99.8% | -12.3% | -87.5% | -99.7% |
| 3Y | -100.0% | +50.8% | -150.8% | -100.0% |
| 5Y | -100.0% | +157.3% | -257.3% | -100.0% |
| 10Y | -100.0% | +566.5% | -666.5% | -100.0% |
| All | -100.0% | +1,135.4% | -1,235.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling