-100.0%
SOXS vs PLUG
-91.6%
-8.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.1% | -9.0% | -3.0% |
| 7D | -15.6% | +8.1% | -23.7% | -12.2% |
| 30D | +4.8% | +3.7% | +1.1% | +8.2% |
| 3M | -21.6% | -29.2% | +7.5% | -26.6% |
| 6M | -99.3% | +6.1% | -105.4% | -99.1% |
| YTD | -99.5% | +14.7% | -114.2% | -99.3% |
| 1Y | -99.8% | +56.9% | -156.7% | -99.6% |
| 3Y | -100.0% | -71.6% | -28.4% | -100.0% |
| 5Y | -100.0% | -91.0% | -8.9% | -100.0% |
| All | -100.0% | -91.6% | -8.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling