-99.9%
SOXS vs PL
+31.5%
-131.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.6% | +11.7% | +10.7% |
| 7D | -28.4% | +10.0% | -38.5% | -22.7% |
| 30D | +19.4% | -2.3% | +21.7% | +28.2% |
| 3M | +28.2% | -44.2% | +72.4% | +6.6% |
| 6M | -37.7% | -66.1% | +28.4% | -52.2% |
| YTD | -91.6% | -30.0% | -61.7% | -90.0% |
| 1Y | -93.1% | +21.0% | -114.1% | -88.8% |
| 3Y | -99.7% | +516.5% | -616.2% | -97.9% |
| All | -99.9% | +31.5% | -131.5% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling