-100.0%
SOXS vs PR
+66.7%
-166.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | -1.1% | -21.2% | -22.6% |
| 7D | -5.1% | -12.4% | +7.3% | -8.0% |
| 30D | +60.4% | -6.6% | +66.9% | +58.4% |
| 3M | +32.7% | +7.5% | +25.2% | +36.1% |
| 6M | -36.2% | +10.8% | -47.0% | -34.0% |
| YTD | -90.9% | +57.0% | -147.9% | -89.6% |
| 1Y | -92.2% | +67.9% | -160.1% | -90.8% |
| 3Y | -99.7% | +87.6% | -187.3% | -99.6% |
| 5Y | -99.9% | +220.4% | -320.3% | -99.9% |
| 10Y | -100.0% | +64.8% | -164.8% | -100.0% |
| All | -100.0% | +66.7% | -166.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling