-100.0%
SOXS vs PLD
+237.0%
-337.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -5.2% |
| 7D | -16.6% | -0.7% | -15.9% | -17.6% |
| 30D | -4.4% | -2.2% | -2.1% | -8.0% |
| 3M | -26.2% | -7.4% | -18.9% | -37.7% |
| 6M | -99.3% | +1.9% | -101.2% | -99.1% |
| YTD | -99.5% | +7.9% | -107.4% | -99.4% |
| 1Y | -99.8% | +25.1% | -124.9% | -99.6% |
| 3Y | -100.0% | +21.9% | -121.9% | -100.0% |
| 5Y | -100.0% | +16.3% | -116.3% | -100.0% |
| 10Y | -100.0% | +249.9% | -349.9% | -100.0% |
| All | -100.0% | +237.0% | -337.0% | -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