-99.7%
SOXS vs PR
+95.8%
-195.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.2% | +9.8% | +12.2% |
| 7D | -28.4% | +6.0% | -34.4% | -24.5% |
| 30D | +19.4% | -4.2% | +23.6% | +18.0% |
| 3M | +28.2% | +10.0% | +18.2% | +41.9% |
| 6M | -37.7% | +15.6% | -53.3% | -29.3% |
| YTD | -91.6% | +68.2% | -159.8% | -85.2% |
| 1Y | -93.1% | +79.2% | -172.3% | -86.7% |
| 3Y | -99.7% | +94.9% | -194.6% | -99.0% |
| All | -99.7% | +95.8% | -195.5% | -99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling