-100.0%
SOXS vs PR
+152.6%
-252.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +1.9% | -14.6% | -12.1% |
| 7D | +36.2% | -16.4% | +52.6% | +30.7% |
| 30D | +131.5% | -1.9% | +133.4% | +131.9% |
| 3M | +60.5% | +8.0% | +52.5% | +64.9% |
| 6M | -25.9% | +4.1% | -30.0% | -24.7% |
| YTD | -88.3% | +58.7% | -147.0% | -86.6% |
| 1Y | -89.6% | +75.8% | -165.4% | -87.7% |
| 3Y | -99.6% | +73.2% | -172.8% | -99.5% |
| 5Y | -99.9% | +230.1% | -330.0% | -99.8% |
| 10Y | -100.0% | +67.4% | -167.4% | -100.0% |
| All | -100.0% | +152.6% | -252.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling