-99.9%
SOXS vs PLD
-1.0%
-98.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -1.2% | -11.4% | -14.6% |
| 7D | +36.2% | -0.8% | +37.0% | +34.7% |
| 30D | +131.5% | -0.3% | +131.8% | +130.4% |
| 3M | +60.5% | -8.0% | +68.5% | +41.7% |
| 6M | -25.9% | -9.8% | -16.1% | -38.7% |
| YTD | -88.3% | +1.8% | -90.1% | -87.6% |
| 1Y | -89.6% | +5.6% | -95.2% | -88.3% |
| 3Y | -99.6% | +33.3% | -132.9% | -99.1% |
| All | -99.9% | -1.0% | -98.9% | -99.7% |
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