-100.0%
SOXS vs PM
+680.7%
-780.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -2.0% | -8.2% | -12.1% |
| 7D | -7.0% | -4.9% | -2.1% | -11.6% |
| 30D | +2.8% | -3.4% | +6.2% | -1.2% |
| 3M | -9.8% | +5.2% | -15.0% | -11.5% |
| 6M | -99.2% | +3.7% | -102.9% | -99.8% |
| YTD | -99.5% | +15.8% | -115.3% | -99.9% |
| 1Y | -99.8% | +17.4% | -117.1% | -99.9% |
| 3Y | -100.0% | +116.9% | -216.9% | -100.0% |
| 5Y | -100.0% | +117.3% | -217.3% | -100.0% |
| 10Y | -100.0% | +193.8% | -293.8% | -100.0% |
| All | -100.0% | +680.7% | -780.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling