-31.1%
SOXS vs PLD
-8.2%
-23.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +2.8% | -25.1% | -23.0% |
| 7D | -5.1% | +0.7% | -5.8% | -5.5% |
| 30D | +60.4% | +0.8% | +59.5% | +58.1% |
| 3M | +32.7% | -6.1% | +38.8% | +40.1% |
| All | -31.1% | -8.2% | -23.0% | -30.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling