-99.7%
SOXS vs PPL
+53.7%
-153.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | -0.3% | -22.0% | -22.1% |
| 7D | -5.1% | -1.2% | -3.8% | -4.1% |
| 30D | +60.4% | +4.2% | +56.1% | +58.0% |
| 3M | +32.7% | +1.5% | +31.2% | +32.2% |
| 6M | -36.2% | +1.0% | -37.2% | -36.0% |
| YTD | -90.9% | +4.4% | -95.3% | -90.9% |
| 1Y | -92.2% | +0.8% | -92.9% | -92.1% |
| 3Y | -99.7% | +56.5% | -156.2% | -99.7% |
| All | -99.7% | +53.7% | -153.4% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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