-99.8%
SOXS vs PSX
+101.0%
-200.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.2% | -10.4% | -10.3% |
| 7D | -7.0% | +4.5% | -11.5% | -9.4% |
| 30D | +2.8% | +26.6% | -23.8% | -10.4% |
| 3M | -9.8% | +39.3% | -49.1% | -27.2% |
| 6M | -99.2% | +56.8% | -156.0% | -99.2% |
| YTD | -99.5% | +101.8% | -201.3% | -99.5% |
| 1Y | -99.8% | +99.6% | -199.4% | -99.8% |
| All | -99.8% | +101.0% | -200.8% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling