-100.0%
SOXS vs PTC
+312.5%
-412.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -0.1% | +11.2% | +10.9% |
| 7D | -28.4% | +0.5% | -28.9% | -27.9% |
| 30D | +19.4% | +1.2% | +18.2% | +21.8% |
| 3M | +28.2% | +27.4% | +0.8% | +67.9% |
| 6M | -37.7% | +39.2% | -76.9% | -23.4% |
| YTD | -91.6% | +12.5% | -104.1% | -93.2% |
| 1Y | -93.1% | +12.3% | -105.3% | -94.3% |
| 3Y | -99.7% | +28.8% | -128.5% | -99.5% |
| 5Y | -99.9% | +60.9% | -160.8% | -99.6% |
| All | -100.0% | +312.5% | -412.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling