-100.0%
SOXS vs PSKY
-70.1%
-29.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.1% | -7.7% | -4.6% |
| 7D | -4.7% | -2.4% | -2.4% | -5.8% |
| 30D | +7.7% | +11.6% | -3.8% | +13.2% |
| 3M | -10.2% | +1.5% | -11.7% | -9.8% |
| 6M | -99.2% | +7.7% | -106.9% | -99.2% |
| YTD | -99.5% | -20.1% | -79.4% | -99.6% |
| 1Y | -99.8% | -38.3% | -61.5% | -99.8% |
| 3Y | -100.0% | -17.7% | -82.2% | -100.0% |
| All | -100.0% | -70.1% | -29.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 5y: compounded portfolio wealth divided by compounded PSKY 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…
5y analysis · Full analysis span regression · 6 months rolling