-100.0%
SOXS vs PLUG
+54.0%
-154.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.8% | +10.9% | +6.9% |
| 7D | -9.4% | 0.0% | -9.4% | -9.1% |
| 30D | +6.2% | -5.0% | +11.1% | +5.3% |
| 3M | -28.0% | -26.2% | -1.8% | -31.4% |
| 6M | -99.2% | -0.5% | -98.7% | -99.0% |
| YTD | -99.5% | +7.1% | -106.6% | -99.3% |
| 1Y | -99.7% | +46.5% | -146.3% | -99.6% |
| 3Y | -100.0% | -73.5% | -26.5% | -100.0% |
| 5Y | -100.0% | -91.3% | -8.7% | -100.0% |
| All | -100.0% | +54.0% | -154.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling