-91.6%
SOXS vs PM
+48.8%
-140.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.6% | +7.2% | +6.6% |
| 7D | +46.7% | +4.3% | +42.4% | +38.8% |
| 30D | +97.0% | +11.5% | +85.5% | +72.7% |
| 3M | +39.5% | +13.0% | +26.5% | +21.4% |
| 6M | -54.9% | +25.9% | -80.8% | -60.4% |
| YTD | -90.4% | +34.0% | -124.4% | -92.6% |
| 1Y | -91.6% | +46.9% | -138.5% | -94.4% |
| All | -91.6% | +48.8% | -140.5% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 1y: compounded portfolio wealth divided by compounded PM 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…
1y analysis · Full analysis span regression · 6 months rolling