-100.0%
SOXS vs PL
+81.7%
-181.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -5.8% |
| 7D | -15.6% | -7.5% | -8.1% | -19.1% |
| 30D | +4.8% | -25.6% | +30.3% | -9.4% |
| 3M | -21.6% | -45.6% | +24.0% | -36.4% |
| 6M | -99.3% | -29.5% | -69.8% | -98.8% |
| YTD | -99.5% | -9.7% | -89.8% | -99.0% |
| 1Y | -99.8% | +84.4% | -184.1% | -99.3% |
| 3Y | -100.0% | +550.0% | -650.0% | -99.8% |
| 5Y | -100.0% | +79.0% | -179.0% | -100.0% |
| All | -100.0% | +81.7% | -181.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling