-99.8%
SOXS vs PM
+16.6%
-116.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -2.0% | -8.2% | -7.0% |
| 7D | -7.0% | -4.9% | -2.1% | +1.0% |
| 30D | +2.8% | -3.4% | +6.2% | +8.8% |
| 3M | -9.8% | +5.2% | -15.0% | -9.2% |
| 6M | -99.2% | +3.7% | -102.9% | -98.5% |
| YTD | -99.5% | +15.8% | -115.3% | -99.2% |
| 1Y | -99.8% | +17.4% | -117.1% | -99.7% |
| All | -99.8% | +16.6% | -116.4% | -99.7% |
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