-99.6%
SOXS vs PR
+64.2%
-163.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +1.9% | -14.6% | -10.9% |
| 7D | +36.2% | -16.4% | +52.6% | +19.8% |
| 30D | +131.5% | -1.9% | +133.4% | +131.9% |
| 3M | +60.5% | +8.0% | +52.5% | +74.1% |
| 6M | -25.9% | +4.1% | -30.0% | -24.1% |
| YTD | -88.3% | +58.7% | -147.0% | -80.4% |
| 1Y | -89.6% | +75.8% | -165.4% | -80.2% |
| 3Y | -99.6% | +73.2% | -172.8% | -98.8% |
| All | -99.6% | +64.2% | -163.9% | -98.8% |
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