-100.0%
SOXS vs PINS
-15.2%
-84.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.6% | -5.8% |
| 7D | -15.6% | -5.2% | -10.4% | -19.0% |
| 30D | +4.8% | -14.9% | +19.7% | -7.8% |
| 3M | -21.6% | -8.4% | -13.2% | -27.4% |
| 6M | -99.3% | +0.6% | -100.0% | -99.3% |
| YTD | -99.5% | -22.2% | -77.3% | -99.6% |
| 1Y | -99.8% | -46.9% | -52.8% | -99.9% |
| 3Y | -100.0% | -26.9% | -73.1% | -100.0% |
| 5Y | -100.0% | -63.0% | -37.0% | -100.0% |
| All | -100.0% | -15.2% | -84.8% | -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