-100.0%
SOXS vs PL
+84.9%
-184.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.3% | -8.9% | -10.9% |
| 7D | -7.0% | -9.3% | +2.3% | -11.6% |
| 30D | +2.8% | -18.9% | +21.7% | -6.7% |
| 3M | -9.8% | -58.4% | +48.5% | -32.8% |
| 6M | -99.2% | -30.3% | -68.9% | -98.6% |
| YTD | -99.5% | -8.1% | -91.4% | -98.9% |
| 1Y | -99.8% | +180.5% | -280.3% | -99.1% |
| 3Y | -100.0% | +444.1% | -544.1% | -99.8% |
| 5Y | -100.0% | +83.0% | -183.0% | -100.0% |
| All | -100.0% | +84.9% | -184.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling