-100.0%
SOXS vs PSA
+21.5%
-121.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | 0.0% | +8.1% | +8.1% |
| 7D | -9.4% | -3.6% | -5.8% | -11.5% |
| 30D | +6.2% | -9.4% | +15.5% | -0.2% |
| 3M | -28.0% | -8.2% | -19.8% | -33.3% |
| 6M | -99.2% | -1.8% | -97.3% | -99.2% |
| YTD | -99.5% | +15.7% | -115.2% | -99.4% |
| 1Y | -99.7% | +6.3% | -106.0% | -99.7% |
| All | -100.0% | +21.5% | -121.5% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling