-37.7%
SOXS vs PINS
-6.3%
-31.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.2% | +10.9% | +11.1% |
| 7D | -28.4% | +1.0% | -29.4% | -28.5% |
| 30D | +19.4% | -12.0% | +31.4% | +21.2% |
| 3M | +28.2% | -17.9% | +46.0% | +33.6% |
| 6M | -37.7% | -1.0% | -36.7% | -44.9% |
| All | -37.7% | -6.3% | -31.4% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 6mo: compounded portfolio wealth divided by compounded PINS 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…
6mo analysis · Full analysis span regression · 6 months rolling