-100.0%
SOXS vs PSA
+514.0%
-614.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -4.8% |
| 7D | -16.6% | -2.2% | -14.3% | -19.1% |
| 30D | -4.4% | -9.6% | +5.2% | -16.1% |
| 3M | -26.2% | -7.9% | -18.3% | -36.8% |
| 6M | -99.3% | -2.0% | -97.3% | -99.3% |
| YTD | -99.5% | +15.7% | -115.3% | -99.5% |
| 1Y | -99.8% | +5.8% | -105.5% | -99.8% |
| 3Y | -100.0% | +21.6% | -121.5% | -100.0% |
| 5Y | -100.0% | +13.1% | -113.1% | -100.0% |
| 10Y | -100.0% | +101.3% | -201.3% | -100.0% |
| All | -100.0% | +514.0% | -614.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling