-99.7%
SOXS vs PTC
-37.0%
-62.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.1% | +8.2% | +8.2% |
| 7D | -9.4% | -14.2% | +4.8% | +1.6% |
| 30D | +6.2% | -14.4% | +20.6% | +18.4% |
| 3M | -28.0% | -4.7% | -23.3% | -29.9% |
| 6M | -99.2% | -19.3% | -79.9% | -99.3% |
| YTD | -99.5% | -26.1% | -73.4% | -99.6% |
| 1Y | -99.7% | -37.1% | -62.7% | -99.9% |
| All | -99.7% | -37.0% | -62.8% | -99.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling