-100.0%
SOXS vs PL
+45.6%
-145.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | 0.0% |
| 7D | +3.2% | +5.6% | -2.4% | +12.3% |
| 30D | +61.0% | -16.9% | +77.9% | +60.2% |
| 3M | +24.0% | -38.2% | +62.2% | +8.8% |
| 6M | -35.9% | -63.4% | +27.5% | -48.8% |
| YTD | -90.9% | -27.6% | -63.2% | -88.9% |
| 1Y | -91.5% | +6.6% | -98.1% | -87.0% |
| 3Y | -99.7% | +557.6% | -657.3% | -97.5% |
| 5Y | -99.9% | +39.5% | -139.4% | -99.5% |
| All | -100.0% | +45.6% | -145.6% | -99.7% |
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