-100.0%
SOXS vs PSKY
-6.7%
-93.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.5% | -5.7% |
| 7D | -16.6% | -6.8% | -9.7% | -20.8% |
| 30D | -4.4% | +10.2% | -14.6% | +2.6% |
| 3M | -26.2% | +0.3% | -26.5% | -26.3% |
| 6M | -99.3% | -7.8% | -91.5% | -99.4% |
| YTD | -99.5% | -23.0% | -76.6% | -99.7% |
| 1Y | -99.8% | -31.6% | -68.1% | -99.8% |
| 3Y | -100.0% | -21.3% | -78.7% | -100.0% |
| 5Y | -100.0% | -71.5% | -28.5% | -100.0% |
| 10Y | -100.0% | -75.6% | -24.4% | -100.0% |
| All | -100.0% | -6.7% | -93.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling