-100.0%
SOXS vs PLD
+735.4%
-835.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +2.8% | -25.1% | -17.7% |
| 7D | -5.1% | +0.7% | -5.8% | -2.5% |
| 30D | +60.4% | +0.8% | +59.5% | +64.9% |
| 3M | +32.7% | -6.1% | +38.8% | +22.0% |
| 6M | -36.2% | -8.0% | -28.2% | -45.4% |
| YTD | -90.9% | +4.7% | -95.6% | -89.9% |
| 1Y | -92.2% | +7.2% | -99.4% | -91.0% |
| 3Y | -99.7% | +39.2% | -138.9% | -99.3% |
| 5Y | -99.9% | +1.9% | -101.8% | -99.8% |
| 10Y | -100.0% | +256.8% | -356.8% | -100.0% |
| All | -100.0% | +735.4% | -835.4% | -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 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