-99.8%
SOXS vs PSA
+6.8%
-106.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.2% | -5.6% |
| 7D | -4.7% | -1.8% | -2.9% | -4.6% |
| 30D | +7.7% | -8.4% | +16.1% | +8.4% |
| 3M | -10.2% | -7.8% | -2.3% | -10.1% |
| 6M | -99.2% | +0.8% | -100.0% | -99.1% |
| YTD | -99.5% | +16.5% | -116.0% | -99.5% |
| 1Y | -99.8% | +4.7% | -104.5% | -99.7% |
| All | -99.8% | +6.8% | -106.6% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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