-100.0%
SOXS vs PLUG
-76.2%
-23.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -1.1% | -17.0% | -18.4% |
| 7D | -22.3% | -7.2% | -15.1% | -22.9% |
| 30D | +21.9% | -16.4% | +38.2% | +19.1% |
| 3M | +4.2% | -39.0% | +43.2% | -5.0% |
| 6M | -43.4% | -61.5% | +18.1% | -51.3% |
| YTD | -92.5% | -31.2% | -61.3% | -92.0% |
| 1Y | -93.5% | -46.4% | -47.0% | -93.4% |
| 3Y | -99.7% | -61.6% | -38.1% | -99.6% |
| 5Y | -99.9% | -96.9% | -3.1% | -99.9% |
| 10Y | -100.0% | -7.8% | -92.2% | -100.0% |
| All | -100.0% | -76.2% | -23.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling