-99.7%
SOXS vs PRU
+18.5%
-118.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.8% | +7.3% | +8.4% |
| 7D | -9.4% | -3.8% | -5.6% | -10.9% |
| 30D | +6.2% | -2.0% | +8.2% | +5.2% |
| 3M | -28.0% | +14.0% | -42.0% | -21.6% |
| 6M | -99.2% | +27.2% | -126.4% | -99.0% |
| YTD | -99.5% | +9.1% | -108.6% | -99.4% |
| 1Y | -99.7% | +18.1% | -117.8% | -99.7% |
| All | -99.7% | +18.5% | -118.2% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling