-100.0%
SOXS vs PR
+83.7%
-183.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +1.5% |
| 7D | -43.7% | +6.7% | -50.4% | -42.5% |
| 30D | +22.2% | -6.1% | +28.3% | +21.1% |
| 3M | +13.0% | +6.9% | +6.1% | +16.0% |
| 6M | -47.7% | +14.6% | -62.3% | -45.3% |
| YTD | -92.5% | +66.1% | -158.6% | -91.2% |
| 1Y | -93.1% | +77.0% | -170.2% | -91.8% |
| 3Y | -99.7% | +93.8% | -193.6% | -99.6% |
| 5Y | -99.9% | +268.2% | -368.2% | -99.9% |
| All | -100.0% | +83.7% | -183.7% | -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