-100.0%
SOXS vs PPL
+179.4%
-279.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | -0.3% | -22.0% | -22.6% |
| 7D | -5.1% | -1.2% | -3.8% | -6.8% |
| 30D | +60.4% | +4.2% | +56.1% | +65.2% |
| 3M | +32.7% | +1.5% | +31.2% | +32.6% |
| 6M | -36.2% | +1.0% | -37.2% | -37.6% |
| YTD | -90.9% | +4.4% | -95.3% | -90.8% |
| 1Y | -92.2% | +0.8% | -92.9% | -92.4% |
| 3Y | -99.7% | +56.5% | -156.2% | -99.5% |
| 5Y | -99.9% | +47.7% | -147.6% | -99.9% |
| 10Y | -100.0% | +64.4% | -164.4% | -100.0% |
| All | -100.0% | +179.4% | -279.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling