-100.0%
SOXS vs PLD
+16.6%
-116.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.7% | -3.6% |
| 7D | -15.6% | -0.9% | -14.7% | -16.8% |
| 30D | +4.8% | -1.2% | +6.0% | +2.8% |
| 3M | -21.6% | -2.3% | -19.3% | -27.5% |
| 6M | -99.3% | +4.5% | -103.8% | -99.1% |
| YTD | -99.5% | +10.1% | -109.7% | -99.3% |
| 1Y | -99.8% | +25.9% | -125.7% | -99.6% |
| 3Y | -100.0% | +24.4% | -124.4% | -100.0% |
| 5Y | -100.0% | +15.5% | -115.4% | -100.0% |
| All | -100.0% | +16.6% | -116.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling