-100.0%
SOXS vs PPL
+179.5%
-279.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +3.2% | 0.0% | +3.2% | +2.8% |
| 30D | +61.0% | +4.3% | +56.7% | +65.9% |
| 3M | +24.0% | +2.9% | +21.0% | +25.7% |
| 6M | -35.9% | +1.1% | -37.0% | -37.4% |
| YTD | -90.9% | +4.5% | -95.3% | -90.8% |
| 1Y | -91.5% | +0.1% | -91.6% | -91.8% |
| 3Y | -99.7% | +55.7% | -155.4% | -99.5% |
| 5Y | -99.9% | +47.6% | -147.5% | -99.9% |
| 10Y | -100.0% | +66.8% | -166.8% | -100.0% |
| All | -100.0% | +179.5% | -279.5% | -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