-91.6%
SOXS vs PPG
+38.5%
-130.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.0% | +3.8% | +13.8% |
| 7D | +46.7% | +7.5% | +39.2% | +56.5% |
| 30D | +97.0% | +20.9% | +76.1% | +143.2% |
| 3M | +39.5% | +8.7% | +30.8% | +52.0% |
| 6M | -54.9% | +23.8% | -78.8% | -37.6% |
| YTD | -90.4% | +26.5% | -116.9% | -85.1% |
| 1Y | -91.6% | +37.6% | -129.2% | -86.4% |
| All | -91.6% | +38.5% | -130.1% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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