-100.0%
SOXS vs PLD
+268.0%
-368.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | -1.0% |
| 7D | -43.7% | 0.0% | -43.7% | -43.2% |
| 30D | +22.2% | -3.7% | +25.9% | +16.8% |
| 3M | +13.0% | -7.9% | +20.9% | +0.1% |
| 6M | -47.7% | -9.2% | -38.5% | -56.5% |
| YTD | -92.5% | +3.1% | -95.5% | -91.8% |
| 1Y | -93.1% | +6.2% | -99.3% | -92.2% |
| 3Y | -99.7% | +35.4% | -135.1% | -99.3% |
| 5Y | -99.9% | +0.1% | -100.0% | -99.8% |
| All | -100.0% | +268.0% | -368.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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