-100.0%
SOXS vs PM
+219.2%
-319.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.2% | -5.1% |
| 7D | -4.7% | +4.7% | -9.4% | -1.6% |
| 30D | +7.7% | +2.6% | +5.1% | +9.1% |
| 3M | -10.2% | +6.6% | -16.7% | -9.6% |
| 6M | -99.2% | +16.5% | -115.7% | -99.7% |
| YTD | -99.5% | +21.2% | -120.7% | -99.8% |
| 1Y | -99.8% | +17.9% | -117.7% | -99.9% |
| 3Y | -100.0% | +129.8% | -229.8% | -100.0% |
| 5Y | -100.0% | +133.0% | -233.0% | -100.0% |
| All | -100.0% | +219.2% | -319.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling