-100.0%
SOXS vs PPG
+355.9%
-455.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -4.7% |
| 7D | -4.7% | -6.2% | +1.5% | -15.9% |
| 30D | +7.7% | -7.9% | +15.7% | -7.9% |
| 3M | -10.2% | -10.2% | +0.1% | -25.1% |
| 6M | -99.2% | +2.7% | -101.9% | -98.5% |
| YTD | -99.5% | +4.9% | -104.4% | -99.1% |
| 1Y | -99.8% | -3.2% | -96.6% | -99.6% |
| 3Y | -100.0% | -17.0% | -83.0% | -100.0% |
| 5Y | -100.0% | -23.3% | -76.7% | -100.0% |
| 10Y | -100.0% | +26.4% | -126.4% | -100.0% |
| All | -100.0% | +355.9% | -455.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling