-100.0%
SOXS vs PR
+65.1%
-165.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.6% |
| 7D | +3.2% | -9.5% | +12.7% | +0.9% |
| 30D | +61.0% | -5.7% | +66.7% | +59.4% |
| 3M | +24.0% | +3.0% | +21.0% | +25.7% |
| 6M | -35.9% | +11.8% | -47.7% | -33.6% |
| YTD | -90.9% | +58.5% | -149.4% | -89.5% |
| 1Y | -91.5% | +69.9% | -161.4% | -90.0% |
| 3Y | -99.7% | +84.9% | -184.6% | -99.5% |
| 5Y | -99.9% | +246.4% | -346.4% | -99.9% |
| 10Y | -100.0% | +70.3% | -170.3% | -100.0% |
| All | -100.0% | +65.1% | -165.1% | -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