-100.0%
SOXS vs PSLV
+109.5%
-209.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.8% | -5.4% |
| 7D | -4.7% | -3.5% | -1.3% | -6.3% |
| 30D | +7.7% | -2.1% | +9.9% | +7.5% |
| 3M | -10.2% | -1.6% | -8.5% | -7.1% |
| 6M | -99.2% | -25.5% | -73.7% | -99.1% |
| YTD | -99.5% | -11.4% | -88.1% | -99.4% |
| 1Y | -99.8% | +48.6% | -148.3% | -99.6% |
| 3Y | -100.0% | +166.9% | -266.9% | -100.0% |
| 5Y | -100.0% | +152.4% | -252.4% | -100.0% |
| 10Y | -100.0% | +187.8% | -287.8% | -100.0% |
| All | -100.0% | +109.5% | -209.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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