-43.4%
SOXS vs PLUG
-56.1%
+12.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -0.7% | -17.4% | -19.2% |
| 7D | -22.3% | -6.8% | -15.5% | -26.0% |
| 30D | +21.9% | -16.0% | +37.9% | +6.1% |
| 3M | +4.2% | -38.7% | +43.0% | -37.0% |
| 6M | -43.4% | -61.4% | +18.0% | -71.2% |
| All | -43.4% | -56.1% | +12.7% | -71.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling