-100.0%
SOXS vs PTC
-0.9%
-99.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -6.3% |
| 7D | -16.6% | -13.6% | -3.0% | -32.5% |
| 30D | -4.4% | -14.7% | +10.3% | -24.3% |
| 3M | -26.2% | -5.9% | -20.3% | -44.8% |
| 6M | -99.3% | -21.1% | -78.1% | -99.9% |
| YTD | -99.5% | -26.0% | -73.5% | -99.9% |
| 1Y | -99.8% | -36.8% | -63.0% | -100.0% |
| 3Y | -100.0% | -10.3% | -89.7% | -100.0% |
| 5Y | -100.0% | +1.2% | -101.2% | -100.0% |
| All | -100.0% | -0.9% | -99.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling