-100.0%
SOXS vs PM
+127.1%
-227.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | -16.6% | -1.2% | -15.4% | -16.4% |
| 30D | -4.4% | -0.2% | -4.2% | -4.2% |
| 3M | -26.2% | +4.9% | -31.1% | -25.9% |
| 6M | -99.3% | +9.0% | -108.3% | -99.3% |
| YTD | -99.5% | +17.8% | -117.3% | -99.5% |
| 1Y | -99.8% | +16.8% | -116.6% | -99.8% |
| 3Y | -100.0% | +125.4% | -225.4% | -100.0% |
| 5Y | -100.0% | +128.7% | -228.7% | -100.0% |
| All | -100.0% | +127.1% | -227.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling