-31.1%
SOXS vs PL
-62.8%
+31.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +14.5% | -36.8% | -2.8% |
| 7D | -5.1% | +10.9% | -15.9% | +21.6% |
| 30D | +60.4% | -16.4% | +76.7% | +56.9% |
| 3M | +32.7% | -39.9% | +72.6% | -10.2% |
| All | -31.1% | -62.8% | +31.7% | -66.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling