-99.2%
SOXS vs PNR
-38.2%
-61.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.4% | +9.5% | +7.2% |
| 7D | -9.4% | -5.5% | -3.9% | -12.6% |
| 30D | +6.2% | -15.6% | +21.7% | -5.2% |
| 3M | -28.0% | -20.2% | -7.8% | -38.0% |
| 6M | -99.2% | -36.6% | -62.6% | -99.7% |
| All | -99.2% | -38.2% | -61.0% | -99.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling