-100.0%
SOXS vs PINS
-19.4%
-80.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.2% | +10.9% | +11.2% |
| 7D | -28.4% | +1.0% | -29.4% | -27.7% |
| 30D | +19.4% | -12.0% | +31.4% | +10.2% |
| 3M | +28.2% | -17.9% | +46.0% | +11.8% |
| 6M | -37.7% | -1.0% | -36.7% | -37.9% |
| YTD | -91.6% | -26.0% | -65.6% | -93.3% |
| 1Y | -93.1% | -28.5% | -64.6% | -94.6% |
| 3Y | -99.7% | -39.2% | -60.5% | -99.7% |
| 5Y | -99.9% | -58.3% | -41.6% | -99.9% |
| All | -100.0% | -19.4% | -80.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling