-100.0%
SOXS vs PR
+82.3%
-182.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.6% | -8.6% | -11.4% |
| 7D | -7.0% | +2.9% | -9.9% | -5.1% |
| 30D | +2.8% | +18.0% | -15.2% | +16.9% |
| 3M | -9.8% | +16.9% | -26.7% | +1.3% |
| 6M | -99.2% | +28.2% | -127.4% | -99.6% |
| YTD | -99.5% | +69.3% | -168.8% | -99.7% |
| 1Y | -99.8% | +69.5% | -169.3% | -99.9% |
| All | -100.0% | +82.3% | -182.3% | -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 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