-100.0%
SOXS vs PLD
+268.4%
-368.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.1% | +11.0% | +11.2% |
| 7D | -28.4% | +1.3% | -29.8% | -25.9% |
| 30D | +19.4% | -1.4% | +20.8% | +18.3% |
| 3M | +28.2% | -8.2% | +36.3% | +13.1% |
| 6M | -37.7% | -8.0% | -29.7% | -46.9% |
| YTD | -91.6% | +3.2% | -94.8% | -90.9% |
| 1Y | -93.1% | +7.0% | -100.1% | -92.0% |
| 3Y | -99.7% | +38.3% | -138.0% | -99.2% |
| 5Y | -99.9% | +0.2% | -100.1% | -99.8% |
| All | -100.0% | +268.4% | -368.4% | -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