-100.0%
SOXS vs PODD
-23.0%
-77.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.3% | +10.4% | +7.3% |
| 7D | -9.4% | -10.6% | +1.1% | -13.0% |
| 30D | +6.2% | -6.9% | +13.1% | +3.1% |
| 3M | -28.0% | -10.6% | -17.4% | -31.9% |
| 6M | -99.2% | -43.5% | -55.7% | -99.5% |
| YTD | -99.5% | -52.6% | -46.9% | -99.7% |
| 1Y | -99.7% | -60.1% | -39.6% | -99.9% |
| All | -100.0% | -23.0% | -77.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 3y: compounded portfolio wealth divided by compounded PODD 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…
3y analysis · Full analysis span regression · 6 months rolling