-100.0%
SOXS vs PLD
+772.0%
-872.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.7% | -9.5% | -11.4% |
| 7D | -7.0% | -2.4% | -4.6% | -10.7% |
| 30D | +2.8% | -2.4% | +5.2% | -1.3% |
| 3M | -9.8% | -3.8% | -6.1% | -19.4% |
| 6M | -99.2% | 0.0% | -99.2% | -99.0% |
| YTD | -99.5% | +9.2% | -108.7% | -99.3% |
| 1Y | -99.8% | +25.9% | -125.7% | -99.6% |
| 3Y | -100.0% | +21.3% | -121.3% | -100.0% |
| 5Y | -100.0% | +14.1% | -114.1% | -100.0% |
| 10Y | -100.0% | +237.9% | -337.9% | -100.0% |
| All | -100.0% | +772.0% | -872.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling