-99.8%
SOXS vs PNR
-43.1%
-56.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.3% | -10.5% | -9.9% |
| 7D | -7.0% | -2.4% | -4.6% | -8.9% |
| 30D | +2.8% | -12.8% | +15.6% | -9.2% |
| 3M | -9.8% | -17.0% | +7.1% | -24.2% |
| 6M | -99.2% | -37.4% | -61.8% | -99.7% |
| YTD | -99.5% | -41.6% | -57.9% | -99.8% |
| 1Y | -99.8% | -44.6% | -55.2% | -99.9% |
| All | -99.8% | -43.1% | -56.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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