-100.0%
SOXS vs PSX
+1,167.1%
-1,267.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -1.3% |
| 7D | -16.6% | +1.8% | -18.4% | -15.0% |
| 30D | -4.4% | +21.6% | -26.0% | +15.5% |
| 3M | -26.2% | +46.5% | -72.7% | +4.6% |
| 6M | -99.3% | +62.0% | -161.3% | -99.3% |
| YTD | -99.5% | +106.3% | -205.9% | -99.4% |
| 1Y | -99.8% | +103.0% | -202.7% | -99.7% |
| 3Y | -100.0% | +135.5% | -235.5% | -100.0% |
| 5Y | -100.0% | +368.5% | -468.5% | -100.0% |
| 10Y | -100.0% | +386.6% | -486.6% | -100.0% |
| All | -100.0% | +1,167.1% | -1,267.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling